+11,954.4%
TSM vs APA
+265.0%
+11,689.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +5.8% |
| 7D | -7.6% | -15.5% | +7.9% | -4.4% |
| 30D | -20.5% | +2.4% | -22.9% | -21.0% |
| 3M | -10.0% | +22.8% | -32.8% | -14.2% |
| 6M | -10.1% | +17.9% | -28.0% | -14.2% |
| YTD | +24.5% | +87.7% | -63.2% | +6.0% |
| 1Y | +31.2% | +94.2% | -63.0% | +10.5% |
| 3Y | +322.0% | +27.2% | +294.8% | +275.5% |
| 5Y | +245.3% | +74.1% | +171.1% | +174.9% |
| 10Y | +1,465.8% | +2.6% | +1,463.2% | +1,021.1% |
| All | +11,954.4% | +265.0% | +11,689.4% | +7,664.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling