+127.8%
AAPL vs TSEM
+617.3%
-489.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.6% |
| 7D | +3.8% | -4.9% | +8.7% | +4.4% |
| 30D | +9.9% | -18.7% | +28.7% | +12.3% |
| 3M | +12.5% | -18.1% | +30.6% | +13.3% |
| 6M | +27.6% | +77.1% | -49.5% | +11.1% |
| YTD | +22.6% | +80.1% | -57.6% | +5.3% |
| 1Y | +45.0% | +220.4% | -175.4% | +10.0% |
| 3Y | +87.8% | +650.1% | -562.3% | +14.2% |
| All | +127.8% | +617.3% | -489.5% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling