+11,237.1%
TSM vs APH
+21,168.9%
-9,931.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.3% | -1.4% | -5.6% |
| 7D | -18.2% | -12.7% | -5.5% | -11.7% |
| 30D | -26.8% | -19.2% | -7.6% | -17.6% |
| 3M | -14.5% | -16.7% | +2.2% | -5.7% |
| 6M | -10.0% | +5.1% | -15.2% | -13.4% |
| YTD | +17.1% | +6.6% | +10.5% | +9.6% |
| 1Y | +21.5% | +3.9% | +17.6% | +15.0% |
| 3Y | +300.4% | +246.0% | +54.3% | +96.4% |
| 5Y | +224.7% | +268.0% | -43.3% | +54.7% |
| 10Y | +1,372.7% | +868.2% | +504.4% | +322.3% |
| All | +11,237.1% | +21,168.9% | -9,931.8% | +606.0% |
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