+103.5%
APLD vs TSEM
+241.4%
-137.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +8.0% |
| 7D | +16.6% | +10.4% | +6.1% | +9.8% |
| 30D | -3.1% | -12.9% | +9.8% | +4.5% |
| 3M | -30.9% | -9.2% | -21.7% | -30.7% |
| 6M | +12.6% | +98.8% | -86.2% | -35.0% |
| YTD | +15.5% | +87.2% | -71.8% | -29.6% |
| 1Y | +103.5% | +239.0% | -135.4% | -18.3% |
| All | +103.5% | +241.4% | -137.9% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling