+1,651.7%
APO vs TSEM
+702.4%
+949.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.6% | -7.5% | -1.5% |
| 7D | +0.2% | +6.8% | -6.6% | -1.5% |
| 30D | +3.1% | -26.6% | +29.7% | +8.9% |
| 3M | -12.0% | -36.3% | +24.4% | -5.1% |
| 6M | -5.0% | -30.6% | +25.6% | -3.4% |
| YTD | -14.0% | +35.3% | -49.3% | -28.0% |
| 1Y | -5.9% | +59.2% | -65.2% | -24.8% |
| 3Y | +51.6% | +547.7% | -496.1% | -17.8% |
| 5Y | +80.8% | +337.5% | -256.7% | +5.6% |
| 10Y | +839.9% | +887.4% | -47.5% | +336.7% |
| All | +1,651.7% | +702.4% | +949.3% | +697.0% |
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