-26.3%
APH vs TSEM
+259.4%
-285.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +8.4% | -56.2% | -49.1% |
| 7D | -48.7% | +1.1% | -49.8% | -49.2% |
| 30D | -51.9% | +5.3% | -57.2% | -52.9% |
| 3M | -43.6% | -14.9% | -28.6% | -42.9% |
| 6M | -37.5% | +80.0% | -117.6% | -49.3% |
| YTD | -38.6% | +89.4% | -128.0% | -51.4% |
| 1Y | -26.3% | +253.1% | -279.4% | -47.5% |
| All | -26.3% | +259.4% | -285.7% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling