+528.8%
APP vs TSEM
+406.6%
+122.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.9% | -6.1% | +1.5% |
| 7D | +79.2% | -2.0% | +81.1% | +77.6% |
| 30D | +48.0% | -33.4% | +81.4% | +65.9% |
| 3M | +18.2% | -39.7% | +57.9% | +34.9% |
| 6M | -12.5% | -27.8% | +15.3% | -15.5% |
| YTD | -39.2% | +29.7% | -68.8% | -58.6% |
| 1Y | -33.9% | +81.1% | -115.0% | -62.9% |
| 3Y | +933.3% | +529.3% | +404.0% | +200.5% |
| 5Y | +295.9% | +315.0% | -19.1% | +40.8% |
| All | +528.8% | +406.6% | +122.2% | +95.3% |
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 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