+892.4%
APP vs TSEM
+468.0%
+424.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.8% | +5.0% | +8.6% |
| 7D | +71.2% | -17.5% | +88.7% | +78.4% |
| 30D | +39.1% | -44.7% | +83.8% | +62.8% |
| 3M | +16.5% | -38.9% | +55.4% | +30.2% |
| 6M | -16.6% | -36.7% | +20.1% | -16.8% |
| YTD | -41.9% | +17.0% | -58.9% | -61.5% |
| 1Y | -37.0% | +62.8% | -99.9% | -67.0% |
| 3Y | +892.4% | +471.3% | +421.1% | +114.2% |
| All | +892.4% | +468.0% | +424.5% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling