+1,259.9%
TSEM vs APTV
-15.8%
+1,275.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -4.8% |
| 7D | +0.9% | -1.8% | +2.7% | +1.5% |
| 30D | -16.6% | -7.9% | -8.7% | -14.5% |
| 3M | -10.9% | -29.9% | +19.0% | -0.8% |
| 6M | +78.0% | -36.6% | +114.6% | +102.5% |
| YTD | +77.2% | -40.0% | +117.2% | +103.5% |
| 1Y | +207.6% | -44.0% | +251.6% | +261.2% |
| 3Y | +637.8% | -54.5% | +692.4% | +795.2% |
| 5Y | +617.0% | -68.8% | +685.8% | +853.6% |
| All | +1,259.9% | -15.8% | +1,275.8% | +1,223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling