-55.4%
APP vs TSEM
+79.9%
-135.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -8.7% | +19.4% | +11.5% |
| 7D | +4.5% | -23.1% | +27.6% | +7.2% |
| 30D | -3.6% | -40.4% | +36.8% | +0.8% |
| 3M | -35.3% | -37.9% | +2.6% | -32.7% |
| 6M | -42.8% | -30.8% | -12.0% | -43.2% |
| YTD | -59.7% | +26.7% | -86.4% | -67.2% |
| 1Y | -55.4% | +80.5% | -135.8% | -68.3% |
| All | -55.4% | +79.9% | -135.2% | -68.3% |
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