+265.8%
TSM vs APP
+465.0%
-199.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.5% | +5.6% | +2.6% |
| 7D | -2.1% | +61.1% | -63.2% | -10.6% |
| 30D | -12.5% | +42.8% | -55.3% | -18.6% |
| 3M | -5.0% | +16.7% | -21.7% | -8.8% |
| 6M | -3.2% | -15.6% | +12.4% | -3.0% |
| YTD | +31.5% | -41.3% | +72.8% | +37.4% |
| 1Y | +35.7% | -39.3% | +75.0% | +40.6% |
| 3Y | +323.5% | +803.2% | -479.7% | +152.0% |
| 5Y | +263.4% | +313.2% | -49.8% | +119.2% |
| All | +265.8% | +465.0% | -199.2% | +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