+84.4%
TSM vs APH
-25.2%
+109.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -47.8% | +51.1% | +12.6% |
| 7D | +0.4% | -48.7% | +49.1% | +10.4% |
| 30D | +3.6% | -51.9% | +55.5% | +17.5% |
| 3M | -3.4% | -43.6% | +40.2% | +2.3% |
| 6M | +20.6% | -37.5% | +58.1% | +21.0% |
| YTD | +41.9% | -38.6% | +80.5% | +36.3% |
| 1Y | +84.4% | -26.3% | +110.7% | +65.1% |
| All | +84.4% | -25.2% | +109.6% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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