+1,410.4%
TSM vs APH
+894.6%
+515.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.2% | +3.4% |
| 7D | -7.6% | -5.9% | -1.6% | -3.4% |
| 30D | -20.5% | -14.8% | -5.7% | -11.0% |
| 3M | -10.0% | -12.4% | +2.4% | -1.8% |
| 6M | -10.1% | +8.1% | -18.1% | -16.6% |
| YTD | +24.5% | +10.9% | +13.6% | +8.8% |
| 1Y | +31.2% | +8.8% | +22.4% | +15.8% |
| 3Y | +322.0% | +262.1% | +59.9% | +43.5% |
| 5Y | +245.3% | +283.1% | -37.9% | +11.6% |
| All | +1,410.4% | +894.6% | +515.8% | +153.9% |
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