+253.1%
TSEM vs APA
+94.6%
+158.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.2% | +11.0% | +7.8% |
| 7D | +6.9% | +0.5% | +6.3% | +6.9% |
| 30D | +5.3% | +23.4% | -18.1% | +5.2% |
| 3M | -14.9% | +12.7% | -27.6% | -15.3% |
| 6M | +80.0% | +39.4% | +40.6% | +76.1% |
| YTD | +89.4% | +79.0% | +10.4% | +84.6% |
| 1Y | +253.1% | +88.8% | +164.3% | +243.0% |
| All | +253.1% | +94.6% | +158.4% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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