+25.2%
APH vs TSEM
+75.9%
-50.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-04 to 2026-09-04.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -7.0% | -0.6% |
| 7D | +5.0% | +6.9% | -1.9% | +3.6% |
| 30D | -3.9% | +5.3% | -9.2% | -4.8% |
| 3M | +13.0% | -14.9% | +27.9% | +14.9% |
| 6M | +25.2% | +80.0% | -54.9% | +2.5% |
| All | +25.2% | +75.9% | -50.7% | +2.5% |
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 2026-03-04 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…
2026-03-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling