+263.4%
TSM vs APH
+309.1%
-45.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +3.0% | +2.7% |
| 7D | -2.1% | -5.0% | +3.0% | +1.5% |
| 30D | -12.5% | -8.4% | -4.2% | -7.3% |
| 3M | -5.0% | -4.5% | -0.5% | -2.8% |
| 6M | -3.2% | +25.3% | -28.5% | -19.2% |
| YTD | +31.5% | +18.9% | +12.6% | +8.3% |
| 1Y | +35.7% | +11.9% | +23.8% | +17.0% |
| 3Y | +323.5% | +278.0% | +45.5% | +23.7% |
| 5Y | +263.4% | +306.4% | -43.1% | -2.2% |
| All | +263.4% | +309.1% | -45.7% | -2.2% |
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