+296.9%
TSM vs APP
+804.7%
-507.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +31.0% | -41.8% | -15.4% |
| 7D | -18.2% | +39.7% | -57.9% | -23.5% |
| 30D | -26.8% | +27.7% | -54.5% | -30.5% |
| 3M | -14.5% | -14.8% | +0.3% | -13.4% |
| 6M | -10.0% | -25.5% | +15.5% | -7.6% |
| YTD | +17.1% | -47.2% | +64.3% | +25.5% |
| 1Y | +21.5% | -42.3% | +63.8% | +27.6% |
| All | +296.9% | +804.7% | -507.9% | +113.1% |
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