+1,987.7%
TSEM vs APTV
+194.6%
+1,793.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.1% | +4.8% | +6.8% |
| 7D | +6.9% | +4.8% | +2.1% | +5.2% |
| 30D | +5.3% | +2.0% | +3.3% | +4.7% |
| 3M | -14.9% | -34.2% | +19.3% | -2.3% |
| 6M | +80.0% | -34.7% | +114.7% | +104.5% |
| YTD | +89.4% | -37.0% | +126.3% | +115.9% |
| 1Y | +253.1% | -40.4% | +293.5% | +310.4% |
| 3Y | +642.1% | -54.1% | +696.2% | +811.3% |
| 5Y | +659.1% | -68.0% | +727.1% | +917.8% |
| 10Y | +1,291.4% | -15.5% | +1,306.9% | +1,067.7% |
| All | +1,987.7% | +194.6% | +1,793.1% | +760.5% |
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