+1,279.2%
TSEM vs APTV
+138.1%
+1,141.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.8% | -6.9% |
| 7D | +7.0% | -1.7% | +8.7% | +7.7% |
| 30D | -29.8% | -11.6% | -18.2% | -26.9% |
| 3M | -41.9% | -21.2% | -20.7% | -37.0% |
| 6M | -45.8% | -28.5% | -17.2% | -39.8% |
| YTD | +25.1% | -49.1% | +74.2% | +53.4% |
| 1Y | +48.2% | -52.2% | +100.4% | +86.0% |
| 3Y | +476.5% | -48.6% | +525.1% | +580.9% |
| 5Y | +301.4% | -77.3% | +378.7% | +510.5% |
| 10Y | +812.9% | -26.9% | +839.8% | +702.2% |
| All | +1,279.2% | +138.1% | +1,141.2% | +511.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling