+443.7%
APLD vs TSEM
+359.9%
+83.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.8% | -6.1% | -3.4% |
| 7D | +4.1% | +6.9% | -2.8% | -0.7% |
| 30D | -11.7% | +5.3% | -17.0% | -16.2% |
| 3M | -40.3% | -14.9% | -25.4% | -37.2% |
| 6M | -8.0% | +80.0% | -88.0% | -47.0% |
| YTD | +7.5% | +89.4% | -81.8% | -41.0% |
| 1Y | +84.0% | +253.1% | -169.1% | -39.1% |
| 3Y | +356.2% | +642.1% | -285.9% | -7.4% |
| All | +443.7% | +359.9% | +83.9% | +169.4% |
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