+1,815.4%
TSM vs APTV
-21.3%
+1,836.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | +0.1% |
| 7D | +4.8% | -1.2% | +5.9% | +5.1% |
| 30D | +4.0% | -10.6% | +14.7% | +7.9% |
| 3M | +2.0% | -35.0% | +37.0% | +17.2% |
| 6M | +25.5% | -38.9% | +64.4% | +46.1% |
| YTD | +44.0% | -41.5% | +85.5% | +69.4% |
| 1Y | +75.4% | -45.8% | +121.2% | +111.6% |
| 3Y | +406.7% | -55.7% | +462.5% | +530.7% |
| 5Y | +285.0% | -70.1% | +355.1% | +433.1% |
| 10Y | +1,815.4% | -19.1% | +1,834.5% | +1,904.8% |
| All | +1,815.4% | -21.3% | +1,836.7% | +1,904.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling