+1,367.3%
AAPL vs TSEM
+805.6%
+561.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +1.8% |
| 7D | +4.1% | +7.0% | -2.8% | +2.5% |
| 30D | +4.0% | -29.8% | +33.7% | +10.4% |
| 3M | +16.8% | -41.9% | +58.7% | +27.6% |
| 6M | +19.4% | -45.8% | +65.2% | +28.0% |
| YTD | +31.5% | +25.1% | +6.4% | +8.1% |
| 1Y | +31.0% | +48.2% | -17.3% | +1.9% |
| 3Y | +95.3% | +476.5% | -381.2% | -7.5% |
| 5Y | +143.4% | +301.4% | -158.1% | +26.1% |
| All | +1,367.3% | +805.6% | +561.7% | +429.9% |
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