+190.1%
APLD vs TSEM
+468.0%
-277.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.8% | +4.9% | +6.4% |
| 7D | -12.7% | -17.5% | +4.8% | +0.3% |
| 30D | -34.7% | -44.7% | +10.0% | -2.7% |
| 3M | -46.1% | -38.9% | -7.2% | -26.4% |
| 6M | -64.9% | -36.7% | -28.2% | -56.7% |
| YTD | -36.6% | +17.0% | -53.5% | -53.1% |
| 1Y | -50.0% | +62.8% | -112.8% | -72.1% |
| 3Y | +190.1% | +471.3% | -281.2% | -23.6% |
| All | +190.1% | +468.0% | -277.9% | -23.6% |
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