+1,254.4%
AAPL vs TSEM
+1,289.9%
-35.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.5% | +4.4% |
| 7D | -0.5% | +0.9% | -1.4% | -0.9% |
| 30D | +7.1% | -16.6% | +23.7% | +10.8% |
| 3M | +12.1% | -10.9% | +23.0% | +10.6% |
| 6M | +25.4% | +78.0% | -52.6% | -0.5% |
| YTD | +20.5% | +77.2% | -56.8% | -5.8% |
| 1Y | +44.5% | +207.6% | -163.0% | -5.6% |
| 3Y | +85.8% | +637.8% | -552.1% | -13.5% |
| 5Y | +124.8% | +617.0% | -492.2% | +0.9% |
| All | +1,254.4% | +1,289.9% | -35.6% | +366.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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