+273.1%
TSM vs APP
+313.3%
-40.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.6% | +2.5% |
| 7D | +2.7% | +0.9% | +1.8% | +2.6% |
| 30D | +3.6% | -23.3% | +26.9% | +8.0% |
| 3M | -3.4% | -42.6% | +39.3% | +5.6% |
| 6M | +20.6% | -33.6% | +54.2% | +27.2% |
| YTD | +41.9% | -52.4% | +94.3% | +56.2% |
| 1Y | +84.4% | -35.9% | +120.3% | +89.9% |
| 3Y | +380.2% | +642.2% | -262.0% | +189.6% |
| All | +273.1% | +313.3% | -40.1% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling