+1,326.7%
TSEM vs APA
-1.1%
+1,327.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 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