+54,596.6%
APH vs TSEM
+11.3%
+54,585.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -7.0% | -0.3% |
| 7D | +5.0% | +6.9% | -1.9% | +3.8% |
| 30D | -3.9% | +5.3% | -9.2% | -4.9% |
| 3M | +13.0% | -14.9% | +27.9% | +14.3% |
| 6M | +25.2% | +80.0% | -54.9% | +11.7% |
| YTD | +22.9% | +89.4% | -66.4% | +8.5% |
| 1Y | +47.8% | +253.1% | -205.2% | +18.7% |
| 3Y | +283.0% | +642.1% | -359.1% | +173.6% |
| 5Y | +349.7% | +659.1% | -309.4% | +216.3% |
| 10Y | +1,061.2% | +1,291.4% | -230.1% | +636.1% |
| All | +54,596.6% | +11.3% | +54,585.3% | +33,427.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling