+273.1%
TSM vs APA
+156.4%
+116.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.0% | +3.3% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | +3.6% | +23.4% | -19.8% | 0.0% |
| 3M | -3.4% | +12.7% | -16.1% | -5.6% |
| 6M | +20.6% | +39.4% | -18.8% | +11.5% |
| YTD | +41.9% | +79.0% | -37.1% | +24.0% |
| 1Y | +84.4% | +88.8% | -4.5% | +58.3% |
| 3Y | +380.2% | +6.4% | +373.9% | +342.0% |
| All | +273.1% | +156.4% | +116.8% | +179.5% |
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