+33.0%
TSM vs APP
-35.5%
+68.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.8% | -1.3% | +3.2% |
| 7D | -2.5% | +79.2% | -81.7% | -7.7% |
| 30D | -14.3% | +48.0% | -62.3% | -16.7% |
| 3M | -7.2% | +18.2% | -25.5% | -7.4% |
| 6M | -5.1% | -12.5% | +7.4% | -2.2% |
| YTD | +28.9% | -39.2% | +68.0% | +37.3% |
| All | +33.0% | -35.5% | +68.5% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling