+930.0%
APH vs TSEM
+805.6%
+124.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.9% | +5.2% | +0.3% |
| 7D | +4.9% | +7.0% | -2.1% | +2.7% |
| 30D | -5.4% | -29.8% | +24.4% | +4.0% |
| 3M | -5.5% | -41.9% | +36.5% | +8.8% |
| 6M | +25.9% | -45.8% | +71.7% | +43.8% |
| YTD | +16.4% | +25.1% | -8.7% | -0.6% |
| 1Y | +16.5% | +48.2% | -31.7% | -5.7% |
| 3Y | +270.9% | +476.5% | -205.6% | +92.2% |
| 5Y | +289.5% | +301.4% | -12.0% | +118.6% |
| All | +930.0% | +805.6% | +124.4% | +327.8% |
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