+837.0%
APO vs TSEM
+873.2%
-36.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +3.5% | +20.5% | -17.0% | -1.3% |
| 30D | +4.4% | -29.0% | +33.3% | +11.9% |
| 3M | -12.1% | -39.4% | +27.3% | -3.0% |
| 6M | -7.2% | -28.5% | +21.3% | -6.8% |
| YTD | -15.1% | +34.4% | -49.6% | -32.6% |
| 1Y | -7.7% | +48.3% | -56.0% | -29.4% |
| 3Y | +49.6% | +543.5% | -493.9% | -33.9% |
| 5Y | +78.3% | +331.4% | -253.2% | -12.6% |
| All | +837.0% | +873.2% | -36.3% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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