+503.8%
APP vs TSEM
+425.1%
+78.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | +10.6% | +20.5% | -10.0% | +4.5% |
| 30D | +44.6% | -29.0% | +73.5% | +58.8% |
| 3M | +29.6% | -39.4% | +69.0% | +47.9% |
| 6M | -19.8% | -28.5% | +8.7% | -21.5% |
| YTD | -41.6% | +34.4% | -76.0% | -60.6% |
| 1Y | -32.7% | +48.3% | -81.0% | -57.1% |
| 3Y | +799.0% | +543.5% | +255.5% | +159.9% |
| 5Y | +250.4% | +331.4% | -81.1% | +22.9% |
| All | +503.8% | +425.1% | +78.7% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling