+527.5%
APP vs TSEM
+388.7%
+138.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.9% | +10.9% | +6.0% |
| 7D | +4.6% | +7.0% | -2.4% | +2.2% |
| 30D | +56.0% | -29.8% | +85.8% | +71.3% |
| 3M | +30.8% | -41.9% | +72.8% | +50.9% |
| 6M | -9.8% | -45.8% | +36.0% | +0.5% |
| YTD | -39.3% | +25.1% | -64.4% | -58.3% |
| 1Y | -26.4% | +48.2% | -74.7% | -54.0% |
| 3Y | +887.9% | +476.5% | +411.4% | +196.1% |
| 5Y | +264.1% | +301.4% | -37.4% | +30.3% |
| All | +527.5% | +388.7% | +138.8% | +96.5% |
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