+269.3%
APLD vs TSEM
+228.6%
+40.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.6% | -0.3% | +2.2% |
| 7D | +7.8% | +6.8% | +1.1% | +3.6% |
| 30D | -23.0% | -26.6% | +3.7% | -4.9% |
| 3M | -39.7% | -36.3% | -3.3% | -19.6% |
| 6M | -59.8% | -30.6% | -29.2% | -53.4% |
| YTD | -27.0% | +35.3% | -62.3% | -50.2% |
| 1Y | -37.3% | +59.2% | -96.5% | -62.3% |
| 3Y | +281.9% | +547.7% | -265.8% | -14.3% |
| All | +269.3% | +228.6% | +40.7% | +127.1% |
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