+13,634.3%
TSM vs APH
+24,438.2%
-10,803.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.4% |
| 7D | +2.7% | +5.0% | -2.2% | -0.1% |
| 30D | +3.6% | -3.9% | +7.5% | +5.7% |
| 3M | -3.4% | +13.0% | -16.3% | -9.9% |
| 6M | +20.6% | +25.2% | -4.5% | +5.3% |
| YTD | +41.9% | +22.9% | +18.9% | +22.8% |
| 1Y | +84.4% | +47.8% | +36.5% | +43.3% |
| 3Y | +380.2% | +283.0% | +97.2% | +122.8% |
| 5Y | +275.3% | +349.7% | -74.3% | +60.3% |
| 10Y | +1,751.4% | +1,061.2% | +690.2% | +381.8% |
| All | +13,634.3% | +24,438.2% | -10,803.8% | +691.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling