+11,954.4%
TSM vs APD
+1,526.2%
+10,428.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +7.0% |
| 7D | -7.6% | -3.7% | -3.9% | -5.9% |
| 30D | -20.5% | +9.6% | -30.1% | -23.9% |
| 3M | -10.0% | +1.6% | -11.6% | -11.0% |
| 6M | -10.1% | +2.2% | -12.2% | -11.9% |
| YTD | +24.5% | +25.9% | -1.3% | +9.6% |
| 1Y | +31.2% | +20.1% | +11.0% | +17.2% |
| 3Y | +322.0% | +12.4% | +309.6% | +274.2% |
| 5Y | +245.3% | +11.1% | +234.1% | +202.5% |
| 10Y | +1,465.8% | +190.1% | +1,275.7% | +716.6% |
| All | +11,954.4% | +1,526.2% | +10,428.2% | +2,726.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling