+411.0%
TSM vs APTV
-54.7%
+465.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +3.7% |
| 7D | +6.0% | +2.0% | +4.1% | +5.4% |
| 30D | +4.5% | -7.7% | +12.2% | +6.8% |
| 3M | +3.1% | -34.0% | +37.1% | +15.7% |
| 6M | +30.2% | -37.1% | +67.3% | +46.7% |
| YTD | +45.2% | -39.9% | +85.1% | +64.9% |
| 1Y | +79.6% | -44.4% | +124.0% | +108.7% |
| 3Y | +411.0% | -54.5% | +465.5% | +492.3% |
| All | +411.0% | -54.7% | +465.7% | +492.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling