+273.1%
TSM vs APD
+27.6%
+245.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.1% |
| 7D | +2.7% | -2.2% | +4.9% | +3.3% |
| 30D | +3.6% | +2.1% | +1.5% | +2.9% |
| 3M | -3.4% | +7.2% | -10.5% | -5.6% |
| 6M | +20.6% | +11.2% | +9.4% | +16.1% |
| YTD | +41.9% | +24.4% | +17.5% | +31.5% |
| 1Y | +84.4% | +6.7% | +77.7% | +79.0% |
| 3Y | +380.2% | +9.2% | +371.0% | +358.1% |
| All | +273.1% | +27.6% | +245.6% | +188.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling