+80.8%
APO vs TSEM
+335.9%
-255.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.6% | -7.5% | -1.1% |
| 7D | +0.2% | +6.8% | -6.6% | -1.2% |
| 30D | +3.1% | -26.6% | +29.7% | +7.9% |
| 3M | -12.0% | -36.3% | +24.4% | -6.2% |
| 6M | -5.0% | -30.6% | +25.6% | -4.0% |
| YTD | -14.0% | +35.3% | -49.3% | -29.2% |
| 1Y | -5.9% | +59.2% | -65.2% | -26.5% |
| 3Y | +51.6% | +547.7% | -496.1% | -24.3% |
| 5Y | +80.8% | +337.5% | -256.7% | +0.6% |
| All | +80.8% | +335.9% | -255.1% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling