+84.5%
AAPL vs TSEM
+633.2%
-548.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.5% | +3.9% |
| 7D | -0.5% | +0.9% | -1.4% | -0.6% |
| 30D | +7.1% | -16.6% | +23.7% | +8.5% |
| 3M | +12.1% | -10.9% | +23.0% | +11.3% |
| 6M | +25.4% | +78.0% | -52.6% | +11.1% |
| YTD | +20.5% | +77.2% | -56.8% | +5.6% |
| 1Y | +44.5% | +207.6% | -163.0% | +12.9% |
| All | +84.5% | +633.2% | -548.6% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling