+11.3%
TSEM vs APA
+498.8%
-487.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.2% | +11.0% | +8.5% |
| 7D | +6.9% | +0.5% | +6.3% | +6.7% |
| 30D | +5.3% | +23.4% | -18.1% | +0.9% |
| 3M | -14.9% | +12.7% | -27.6% | -17.2% |
| 6M | +80.0% | +39.4% | +40.6% | +66.4% |
| YTD | +89.4% | +79.0% | +10.4% | +66.0% |
| 1Y | +253.1% | +88.8% | +164.3% | +204.3% |
| 3Y | +642.1% | +6.4% | +635.8% | +594.6% |
| 5Y | +659.1% | +153.0% | +506.1% | +466.9% |
| 10Y | +1,291.4% | +7.5% | +1,283.8% | +911.9% |
| All | +11.3% | +498.8% | -487.5% | -36.4% |
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