+688.4%
TSEM vs APA
+7.4%
+681.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.2% | +11.0% | +8.4% |
| 7D | +6.9% | +0.5% | +6.3% | +6.7% |
| 30D | +5.3% | +23.4% | -18.1% | +1.3% |
| 3M | -14.9% | +12.7% | -27.6% | -17.1% |
| 6M | +80.0% | +39.4% | +40.6% | +65.5% |
| YTD | +89.4% | +79.0% | +10.4% | +64.0% |
| 1Y | +253.1% | +88.8% | +164.3% | +199.2% |
| All | +688.4% | +7.4% | +681.1% | +546.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling