+1,707.0%
TSM vs APH
+940.6%
+766.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.8% |
| 7D | +4.4% | +0.4% | +4.1% | +4.2% |
| 30D | -7.0% | -8.0% | +1.0% | -1.7% |
| 3M | -1.8% | -5.0% | +3.2% | +0.9% |
| 6M | +2.7% | +29.9% | -27.2% | -16.6% |
| YTD | +37.1% | +18.0% | +19.1% | +14.3% |
| 1Y | +43.5% | +11.3% | +32.1% | +24.6% |
| 3Y | +341.5% | +274.9% | +66.6% | +46.3% |
| 5Y | +278.9% | +300.6% | -21.7% | +18.5% |
| All | +1,707.0% | +940.6% | +766.4% | +196.4% |
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 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