+246.4%
TSM vs APP
+458.9%
-212.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.9% | -3.5% | +4.8% |
| 7D | -7.6% | +71.2% | -78.8% | -16.6% |
| 30D | -20.5% | +39.1% | -59.6% | -25.7% |
| 3M | -10.0% | +16.5% | -26.5% | -13.5% |
| 6M | -10.1% | -16.6% | +6.5% | -9.7% |
| YTD | +24.5% | -41.9% | +66.5% | +30.4% |
| 1Y | +31.2% | -37.0% | +68.2% | +35.0% |
| 3Y | +322.0% | +892.4% | -570.5% | +147.2% |
| 5Y | +245.3% | +297.3% | -52.0% | +109.3% |
| All | +246.4% | +458.9% | -212.5% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 10y: compounded portfolio wealth divided by compounded APP 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…
10y analysis · Full analysis span regression · 6 months rolling