+853.3%
APO vs TSEM
+805.6%
+47.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.9% | +8.7% | +3.4% |
| 7D | +5.8% | +7.0% | -1.2% | +3.8% |
| 30D | +8.9% | -29.8% | +38.7% | +16.9% |
| 3M | -13.6% | -41.9% | +28.3% | -3.8% |
| 6M | -5.4% | -45.8% | +40.4% | +3.4% |
| YTD | -13.6% | +25.1% | -38.7% | -30.3% |
| 1Y | -2.5% | +48.2% | -50.7% | -26.0% |
| 3Y | +50.9% | +476.5% | -425.6% | -31.3% |
| 5Y | +81.4% | +301.4% | -220.1% | -9.6% |
| All | +853.3% | +805.6% | +47.7% | +228.7% |
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