-43.0%
APP vs TSEM
+241.4%
-284.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.6% |
| 7D | +0.1% | +10.4% | -10.3% | -0.8% |
| 30D | -10.0% | -12.9% | +2.9% | -9.1% |
| 3M | -44.6% | -9.2% | -35.5% | -44.9% |
| 6M | -37.9% | +98.8% | -136.6% | -50.7% |
| YTD | -53.7% | +87.2% | -140.9% | -62.8% |
| 1Y | -43.0% | +239.0% | -281.9% | -56.7% |
| All | -43.0% | +241.4% | -284.4% | -56.7% |
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