+850.7%
APP vs TSEM
+595.4%
+255.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | +10.6% | +20.5% | -10.0% | +5.2% |
| 30D | +44.6% | -29.0% | +73.5% | +57.9% |
| 3M | +29.6% | -39.4% | +69.0% | +46.8% |
| 6M | -19.8% | -28.5% | +8.7% | -22.0% |
| YTD | -41.6% | +34.4% | -76.0% | -62.8% |
| 1Y | -32.7% | +48.3% | -81.0% | -60.0% |
| All | +850.7% | +595.4% | +255.3% | +90.8% |
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 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