+668.0%
TSEM vs APTV
-56.4%
+724.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.7% |
| 7D | +4.7% | -1.2% | +5.9% | +5.1% |
| 30D | -14.2% | -10.6% | -3.6% | -11.5% |
| 3M | -5.0% | -35.0% | +30.0% | +6.4% |
| 6M | +87.6% | -38.9% | +126.5% | +112.8% |
| YTD | +84.4% | -41.5% | +125.9% | +110.0% |
| 1Y | +235.4% | -45.8% | +281.2% | +291.1% |
| All | +668.0% | -56.4% | +724.4% | +757.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling