-39.3%
APP vs TSEM
+69.7%
-108.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.5% | -3.4% |
| 7D | +61.1% | -9.5% | +70.6% | +61.9% |
| 30D | +42.8% | -35.5% | +78.2% | +47.5% |
| 3M | +16.7% | -41.6% | +58.2% | +21.2% |
| 6M | -15.6% | -30.1% | +14.5% | -16.6% |
| YTD | -41.3% | +25.7% | -67.0% | -52.5% |
| 1Y | -39.3% | +50.5% | -89.7% | -54.8% |
| All | -39.3% | +69.7% | -108.9% | -54.8% |
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