+273.1%
TSM vs APH
+350.9%
-77.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.2% |
| 7D | +2.7% | +5.0% | -2.2% | -0.9% |
| 30D | +3.6% | -3.9% | +7.5% | +6.2% |
| 3M | -3.4% | +13.0% | -16.3% | -11.8% |
| 6M | +20.6% | +25.2% | -4.5% | +0.5% |
| YTD | +41.9% | +22.9% | +18.9% | +15.0% |
| 1Y | +84.4% | +47.8% | +36.5% | +26.4% |
| 3Y | +380.2% | +283.0% | +97.2% | +42.5% |
| All | +273.1% | +350.9% | -77.8% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling