+1,502.2%
TSM vs APH
+978.7%
+523.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.2% | -4.7% | -2.4% |
| 7D | -2.5% | +1.1% | -3.6% | -3.4% |
| 30D | -14.3% | -7.5% | -6.8% | -9.7% |
| 3M | -7.2% | -4.4% | -2.8% | -5.1% |
| 6M | -5.1% | +26.5% | -31.6% | -21.5% |
| YTD | +28.9% | +20.0% | +8.8% | +6.2% |
| 1Y | +37.1% | +16.9% | +20.2% | +14.8% |
| 3Y | +341.5% | +288.5% | +53.0% | +42.5% |
| 5Y | +245.7% | +310.3% | -64.6% | +6.1% |
| 10Y | +1,502.2% | +951.3% | +551.0% | +155.5% |
| All | +1,502.2% | +978.7% | +523.6% | +155.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling