+294.9%
APH vs TSEM
+336.6%
-41.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.6% | -8.4% | -2.9% |
| 7D | +0.4% | +6.8% | -6.4% | -1.5% |
| 30D | -8.0% | -26.6% | +18.6% | -0.8% |
| 3M | -5.0% | -36.3% | +31.3% | +5.6% |
| 6M | +29.9% | -30.6% | +60.5% | +36.5% |
| YTD | +18.0% | +35.3% | -17.3% | -0.3% |
| 1Y | +11.3% | +59.2% | -47.9% | -10.5% |
| 3Y | +274.9% | +547.7% | -272.7% | +102.9% |
| All | +294.9% | +336.6% | -41.7% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling