+13,634.3%
TSM vs APD
+1,507.1%
+12,127.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.3% |
| 7D | +2.7% | -2.2% | +4.9% | +3.8% |
| 30D | +3.6% | +2.1% | +1.5% | +2.4% |
| 3M | -3.4% | +7.2% | -10.5% | -7.1% |
| 6M | +20.6% | +11.2% | +9.4% | +13.3% |
| YTD | +41.9% | +24.4% | +17.5% | +25.8% |
| 1Y | +84.4% | +6.7% | +77.7% | +73.8% |
| 3Y | +380.2% | +9.2% | +371.0% | +332.3% |
| 5Y | +275.3% | +27.4% | +248.0% | +207.6% |
| 10Y | +1,751.4% | +164.8% | +1,586.6% | +912.4% |
| All | +13,634.3% | +1,507.1% | +12,127.2% | +3,146.4% |
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 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