+239.0%
TSEM vs APD
+5.6%
+233.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.1% |
| 7D | +10.4% | -2.5% | +12.9% | +10.4% |
| 30D | -12.9% | -1.9% | -11.1% | -12.9% |
| 3M | -9.2% | +8.2% | -17.4% | -9.8% |
| 6M | +98.8% | +10.7% | +88.0% | +99.6% |
| YTD | +87.2% | +22.9% | +64.3% | +91.1% |
| 1Y | +239.0% | +5.8% | +233.2% | +269.9% |
| All | +239.0% | +5.6% | +233.3% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling