-21.0%
TSEM vs APA
+570.6%
-591.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | +20.5% | +9.6% | +10.9% | +18.5% |
| 30D | -29.0% | -0.2% | -28.7% | -29.0% |
| 3M | -39.4% | +19.8% | -59.2% | -41.7% |
| 6M | -28.5% | +30.1% | -58.6% | -32.7% |
| YTD | +34.4% | +100.4% | -66.0% | +15.0% |
| 1Y | +48.3% | +105.2% | -56.9% | +26.1% |
| 3Y | +543.5% | +44.6% | +498.9% | +468.0% |
| 5Y | +331.4% | +88.8% | +242.6% | +242.3% |
| 10Y | +881.1% | +6.6% | +874.5% | +618.3% |
| All | -21.0% | +570.6% | -591.6% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling