+1,502.2%
TSM vs APD
+192.6%
+1,309.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.7% |
| 7D | -2.5% | -1.6% | -0.9% | -1.9% |
| 30D | -14.3% | +10.6% | -24.9% | -17.6% |
| 3M | -7.2% | +2.5% | -9.7% | -8.4% |
| 6M | -5.1% | +6.0% | -11.1% | -8.0% |
| YTD | +28.9% | +28.4% | +0.4% | +14.7% |
| 1Y | +37.1% | +22.2% | +14.9% | +23.8% |
| 3Y | +341.5% | +26.6% | +314.9% | +281.1% |
| 5Y | +245.7% | +11.8% | +233.9% | +208.1% |
| 10Y | +1,502.2% | +187.8% | +1,314.5% | +781.6% |
| All | +1,502.2% | +192.6% | +1,309.7% | +781.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling