+1,041.3%
APH vs TSEM
+1,300.1%
-258.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +0.2% | +10.4% | -10.2% | -2.7% |
| 30D | -3.3% | -12.9% | +9.6% | +0.2% |
| 3M | +14.0% | -9.2% | +23.2% | +14.0% |
| 6M | +24.4% | +98.8% | -74.3% | -4.9% |
| YTD | +21.4% | +87.2% | -65.8% | -6.5% |
| 1Y | +48.9% | +239.0% | -190.0% | -5.4% |
| 3Y | +290.1% | +679.5% | -389.4% | +87.2% |
| 5Y | +352.8% | +667.3% | -314.4% | +110.9% |
| 10Y | +1,041.3% | +1,301.0% | -259.8% | +311.0% |
| All | +1,041.3% | +1,300.1% | -258.9% | +311.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling