+49,261.5%
APH vs TSEM
-31.2%
+49,292.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.8% | -0.7% | +3.4% |
| 7D | -5.9% | -17.5% | +11.6% | -3.1% |
| 30D | -14.8% | -44.7% | +29.9% | -6.9% |
| 3M | -12.4% | -38.9% | +26.5% | -6.2% |
| 6M | +8.1% | -36.7% | +44.7% | +13.2% |
| YTD | +10.9% | +17.0% | -6.0% | +5.1% |
| 1Y | +8.8% | +62.8% | -54.1% | -2.1% |
| 3Y | +262.1% | +471.3% | -209.2% | +169.2% |
| 5Y | +283.1% | +290.3% | -7.1% | +196.7% |
| 10Y | +908.1% | +790.1% | +118.0% | +582.6% |
| All | +49,261.5% | -31.2% | +49,292.8% | +32,352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling