+667.3%
TSEM vs APA
+156.3%
+511.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -1.4% |
| 7D | +10.4% | -1.7% | +12.1% | +10.6% |
| 30D | -12.9% | +15.7% | -28.7% | -15.0% |
| 3M | -9.2% | +16.5% | -25.6% | -11.6% |
| 6M | +98.8% | +35.1% | +63.7% | +87.4% |
| YTD | +87.2% | +82.2% | +5.0% | +67.4% |
| 1Y | +239.0% | +102.5% | +136.5% | +196.0% |
| 3Y | +679.5% | +10.3% | +669.2% | +606.3% |
| 5Y | +667.3% | +166.1% | +501.1% | +455.8% |
| All | +667.3% | +156.3% | +511.0% | +455.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling