+305.3%
APLD vs TSEM
+547.1%
-241.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.9% | +1.2% | -1.0% |
| 7D | +2.7% | +7.0% | -4.3% | -2.0% |
| 30D | -21.4% | -29.8% | +8.3% | +0.4% |
| 3M | -47.8% | -41.9% | -5.9% | -25.6% |
| 6M | -64.9% | -45.8% | -19.1% | -50.3% |
| YTD | -34.9% | +25.1% | -60.0% | -54.5% |
| 1Y | -30.7% | +48.2% | -79.0% | -57.8% |
| 3Y | +305.3% | +476.5% | -171.2% | -11.6% |
| All | +305.3% | +547.1% | -241.8% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling