+267.9%
TSM vs APP
+484.4%
-216.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -2.3% |
| 7D | +6.2% | +4.6% | +1.6% | +5.4% |
| 30D | -7.3% | +56.0% | -63.3% | -15.0% |
| 3M | -7.1% | +30.8% | -38.0% | -12.4% |
| 6M | +0.2% | -9.8% | +10.0% | -0.5% |
| YTD | +32.2% | -39.3% | +71.5% | +37.4% |
| 1Y | +42.8% | -26.4% | +69.2% | +43.1% |
| 3Y | +330.4% | +887.9% | -557.5% | +152.4% |
| 5Y | +263.9% | +264.1% | -0.2% | +121.6% |
| All | +267.9% | +484.4% | -216.6% | +108.6% |
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