+296.9%
TSM vs APH
+244.7%
+52.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.3% | -1.4% | -4.6% |
| 7D | -18.2% | -12.7% | -5.5% | -10.5% |
| 30D | -26.8% | -19.2% | -7.6% | -15.8% |
| 3M | -14.5% | -16.7% | +2.2% | -4.1% |
| 6M | -10.0% | +5.1% | -15.2% | -14.1% |
| YTD | +17.1% | +6.6% | +10.5% | +5.0% |
| 1Y | +21.5% | +3.9% | +17.6% | +10.7% |
| All | +296.9% | +244.7% | +52.1% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling