+1,672.6%
TSM vs APD
+191.6%
+1,481.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +14.8% | +2.2% | +12.7% | +13.9% |
| 30D | -8.9% | +9.4% | -18.3% | -12.0% |
| 3M | -5.3% | +4.7% | -9.9% | -7.1% |
| 6M | +2.6% | +5.5% | -2.9% | -0.3% |
| YTD | +34.5% | +31.4% | +3.1% | +18.6% |
| 1Y | +41.0% | +24.1% | +16.9% | +26.7% |
| 3Y | +333.1% | +28.8% | +304.3% | +271.4% |
| 5Y | +270.1% | +15.8% | +254.3% | +224.8% |
| All | +1,672.6% | +191.6% | +1,481.0% | +825.6% |
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