+31.2%
TSM vs APH
+7.8%
+23.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.2% | +4.2% |
| 7D | -7.6% | -5.9% | -1.6% | -4.5% |
| 30D | -20.5% | -14.8% | -5.7% | -13.9% |
| 3M | -10.0% | -12.4% | +2.4% | -4.0% |
| 6M | -10.1% | +8.1% | -18.1% | -12.2% |
| YTD | +24.5% | +10.9% | +13.6% | +11.8% |
| 1Y | +31.2% | +8.8% | +22.4% | +18.7% |
| All | +31.2% | +7.8% | +23.4% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling