+500.0%
APP vs TSEM
+356.9%
+143.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.8% | +5.0% | +8.4% |
| 7D | +71.2% | -17.5% | +88.7% | +79.2% |
| 30D | +39.1% | -44.7% | +83.8% | +65.2% |
| 3M | +16.5% | -38.9% | +55.4% | +31.5% |
| 6M | -16.6% | -36.7% | +20.1% | -15.8% |
| YTD | -41.9% | +17.0% | -58.9% | -59.2% |
| 1Y | -37.0% | +62.8% | -99.9% | -63.4% |
| 3Y | +892.4% | +471.3% | +421.1% | +197.2% |
| 5Y | +297.3% | +290.3% | +7.0% | +43.0% |
| All | +500.0% | +356.9% | +143.1% | +92.4% |
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