+13,634.3%
TSM vs APH
+11,315.6%
+2,318.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -47.8% | +51.1% | +28.0% |
| 7D | +0.4% | -48.7% | +49.1% | +25.7% |
| 30D | +3.6% | -51.9% | +55.5% | +34.3% |
| 3M | -3.4% | -43.6% | +40.2% | +14.6% |
| 6M | +20.6% | -37.5% | +58.1% | +33.9% |
| YTD | +41.9% | -38.6% | +80.5% | +56.2% |
| 1Y | +84.4% | -26.3% | +110.7% | +82.5% |
| 3Y | +380.2% | +89.2% | +291.0% | +185.1% |
| 5Y | +275.3% | +119.8% | +155.5% | +106.2% |
| 10Y | +1,751.4% | +454.3% | +1,297.1% | +527.3% |
| All | +13,634.3% | +11,315.6% | +2,318.7% | +943.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling