+887.4%
TSEM vs APA
+4.1%
+883.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.6% | +4.0% | +7.1% |
| 7D | +6.8% | +5.1% | +1.7% | +6.0% |
| 30D | -26.6% | +0.3% | -26.9% | -26.7% |
| 3M | -36.3% | +15.6% | -52.0% | -38.1% |
| 6M | -30.6% | +28.9% | -59.5% | -34.0% |
| YTD | +35.3% | +96.6% | -61.3% | +18.5% |
| 1Y | +59.2% | +95.5% | -36.3% | +39.4% |
| 3Y | +547.7% | +41.8% | +505.8% | +480.3% |
| 5Y | +337.5% | +85.4% | +252.1% | +257.6% |
| 10Y | +887.4% | +4.5% | +882.8% | +695.0% |
| All | +887.4% | +4.1% | +883.2% | +695.0% |
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 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