+476.5%
TSEM vs APD
+29.7%
+446.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.1% | -7.0% |
| 7D | +7.0% | +3.8% | +3.1% | +6.0% |
| 30D | -29.8% | +8.2% | -38.0% | -31.3% |
| 3M | -41.9% | +4.3% | -46.2% | -42.6% |
| 6M | -45.8% | +4.7% | -50.4% | -46.6% |
| YTD | +25.1% | +31.5% | -6.4% | +14.7% |
| 1Y | +48.2% | +23.5% | +24.7% | +38.2% |
| 3Y | +476.5% | +29.1% | +447.4% | +449.2% |
| All | +476.5% | +29.7% | +446.8% | +449.2% |
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