+99,094.1%
AAPL vs TSEM
+10.0%
+99,084.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.0% |
| 7D | -2.7% | +10.4% | -13.2% | -4.1% |
| 30D | +1.0% | -12.9% | +13.9% | +2.6% |
| 3M | +5.0% | -9.2% | +14.1% | +4.2% |
| 6M | +23.0% | +98.8% | -75.7% | +7.6% |
| YTD | +16.6% | +87.2% | -70.6% | +2.2% |
| 1Y | +33.4% | +239.0% | -205.5% | +6.5% |
| 3Y | +79.9% | +679.5% | -599.6% | +24.9% |
| 5Y | +109.0% | +667.3% | -558.2% | +43.6% |
| 10Y | +1,210.4% | +1,301.0% | -90.6% | +716.2% |
| All | +99,094.1% | +10.0% | +99,084.1% | +59,687.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling