+676.6%
TSEM vs APD
+11.2%
+665.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +8.1% |
| 7D | +6.9% | -2.2% | +9.1% | +7.5% |
| 30D | +5.3% | +2.1% | +3.2% | +4.7% |
| 3M | -14.9% | +7.2% | -22.1% | -16.9% |
| 6M | +80.0% | +11.2% | +68.8% | +74.5% |
| YTD | +89.4% | +24.4% | +65.0% | +77.6% |
| 1Y | +253.1% | +6.7% | +246.4% | +247.2% |
| All | +676.6% | +11.2% | +665.4% | +648.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling