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  • TSEM vs APA✓SelectedUSD · APATSEM vs APA performance historyLatest closeAs of-1.48%09/09
Stock and ETF performance explorer

TSEM vs APA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,326.7%
APA return
-1.1%
Excess return
+1,327.8%
Maximum drawdown
-62.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioAPAExcessAlpha
1D-1.5%+3.0%-4.4%-2.0%
7D+4.7%+0.3%+4.4%+4.6%
30D-14.2%+9.3%-23.6%-15.7%
3M-5.0%+23.3%-28.4%-8.7%
6M+87.6%+39.5%+48.1%+75.3%
YTD+84.4%+87.6%-3.2%+63.3%
1Y+235.4%+114.2%+121.2%+188.6%
3Y+668.0%+13.6%+654.4%+613.3%
5Y+644.7%+175.6%+469.1%+468.3%
10Y+1,326.7%-2.6%+1,329.3%+1,034.7%
All+1,326.7%-1.1%+1,327.8%+1,034.7%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling