+75.4%
TSM vs APTV
-45.8%
+121.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | -0.1% |
| 7D | +4.8% | -1.2% | +5.9% | +5.0% |
| 30D | +4.0% | -10.6% | +14.7% | +7.0% |
| 3M | +2.0% | -35.0% | +37.0% | +14.9% |
| 6M | +25.5% | -38.9% | +64.4% | +40.7% |
| YTD | +44.0% | -41.5% | +85.5% | +60.8% |
| 1Y | +75.4% | -45.8% | +121.2% | +103.2% |
| All | +75.4% | -45.8% | +121.2% | +103.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling