+391.7%
APP vs TSEM
+639.7%
-248.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.8% | -5.6% | -0.5% |
| 7D | +0.9% | +6.9% | -6.0% | -1.5% |
| 30D | -23.3% | +5.3% | -28.6% | -25.9% |
| 3M | -42.6% | -14.9% | -27.7% | -42.6% |
| 6M | -33.6% | +80.0% | -113.6% | -56.9% |
| YTD | -52.4% | +89.4% | -141.8% | -70.5% |
| 1Y | -35.9% | +253.1% | -289.0% | -72.4% |
| 3Y | +642.2% | +642.1% | +0.1% | +113.6% |
| 5Y | +311.1% | +659.1% | -348.0% | +19.3% |
| All | +391.7% | +639.7% | -248.0% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling