+236.4%
TSM vs APD
+11.0%
+225.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.7% |
| 7D | -7.6% | -3.7% | -3.9% | -6.6% |
| 30D | -20.5% | +9.6% | -30.1% | -22.4% |
| 3M | -10.0% | +1.6% | -11.6% | -10.5% |
| 6M | -10.1% | +2.2% | -12.2% | -11.0% |
| YTD | +24.5% | +25.9% | -1.3% | +15.1% |
| 1Y | +31.2% | +20.1% | +11.0% | +22.6% |
| 3Y | +322.0% | +12.4% | +309.6% | +298.7% |
| All | +236.4% | +11.0% | +225.4% | +168.4% |
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