+341.5%
TSM vs APP
+809.0%
-467.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.8% | -1.3% | +2.8% |
| 7D | -2.5% | +79.2% | -81.7% | -12.4% |
| 30D | -14.3% | +48.0% | -62.3% | -20.4% |
| 3M | -7.2% | +18.2% | -25.5% | -10.7% |
| 6M | -5.1% | -12.5% | +7.4% | -4.8% |
| YTD | +28.9% | -39.2% | +68.0% | +35.2% |
| 1Y | +37.1% | -33.9% | +70.9% | +41.0% |
| 3Y | +341.5% | +933.3% | -591.8% | +132.0% |
| All | +341.5% | +809.0% | -467.5% | +132.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling