+31.2%
TSM vs APP
-39.9%
+71.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.9% | -3.5% | +5.7% |
| 7D | -7.6% | +71.2% | -78.8% | -12.3% |
| 30D | -20.5% | +39.1% | -59.6% | -22.4% |
| 3M | -10.0% | +16.5% | -26.5% | -10.3% |
| 6M | -10.1% | -16.6% | +6.5% | -7.1% |
| YTD | +24.5% | -41.9% | +66.5% | +33.7% |
| 1Y | +31.2% | -37.0% | +68.2% | +36.3% |
| All | +31.2% | -39.9% | +71.1% | +36.3% |
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