+1,753.6%
TSM vs APH
+1,046.9%
+706.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +3.2% |
| 7D | +6.0% | +0.2% | +5.8% | +5.8% |
| 30D | +4.5% | -3.3% | +7.9% | +6.7% |
| 3M | +3.1% | +14.0% | -10.9% | -6.8% |
| 6M | +30.2% | +24.4% | +5.8% | +8.8% |
| YTD | +45.2% | +21.4% | +23.8% | +19.3% |
| 1Y | +79.6% | +48.9% | +30.6% | +24.4% |
| 3Y | +411.0% | +290.1% | +120.9% | +65.1% |
| 5Y | +290.7% | +352.8% | -62.1% | +12.0% |
| 10Y | +1,753.6% | +1,041.3% | +712.3% | +164.3% |
| All | +1,753.6% | +1,046.9% | +706.7% | +164.3% |
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