+1,804.4%
APO vs TSEM
+1,022.9%
+781.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.5% | -2.4% |
| 7D | -1.0% | +6.9% | -7.9% | -2.6% |
| 30D | +3.5% | +5.3% | -1.8% | +1.4% |
| 3M | +4.5% | -14.9% | +19.4% | +5.1% |
| 6M | +22.8% | +80.0% | -57.3% | -0.3% |
| YTD | -6.5% | +89.4% | -95.9% | -25.9% |
| 1Y | +0.8% | +253.1% | -252.3% | -32.8% |
| 3Y | +62.0% | +642.1% | -580.2% | -12.8% |
| 5Y | +138.2% | +659.1% | -520.9% | +24.8% |
| 10Y | +940.3% | +1,291.4% | -351.1% | +356.9% |
| All | +1,804.4% | +1,022.9% | +781.5% | +720.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling