+33.0%
TSM vs APD
+21.8%
+11.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.8% |
| 7D | -2.5% | -1.6% | -0.9% | -2.7% |
| 30D | -14.3% | +10.6% | -24.9% | -12.8% |
| 3M | -7.2% | +2.5% | -9.7% | -6.7% |
| 6M | -5.1% | +6.0% | -11.1% | -5.0% |
| YTD | +28.9% | +28.4% | +0.4% | +33.6% |
| All | +33.0% | +21.8% | +11.2% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling