+265.7%
TSM vs APA
+94.1%
+171.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | +6.2% | +8.5% | -2.3% | +4.9% |
| 30D | -7.3% | +2.8% | -10.0% | -7.8% |
| 3M | -7.1% | +21.7% | -28.8% | -10.2% |
| 6M | +0.2% | +32.6% | -32.4% | -5.0% |
| YTD | +32.2% | +103.7% | -71.5% | +12.9% |
| 1Y | +42.8% | +101.8% | -59.0% | +21.9% |
| 3Y | +330.4% | +48.1% | +282.3% | +271.7% |
| All | +265.7% | +94.1% | +171.6% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling