-3.9%
APO vs TSLQ
-49.6%
+45.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.7% |
| 7D | -3.5% | -6.6% | +3.1% | -4.1% |
| 30D | -6.6% | -24.3% | +17.7% | -8.5% |
| 3M | -3.3% | -3.6% | +0.3% | -2.3% |
| 6M | +22.6% | -12.0% | +34.5% | +23.3% |
| YTD | -9.8% | +1.4% | -11.2% | -8.4% |
| 1Y | -3.9% | -43.6% | +39.7% | -4.2% |
| All | -3.9% | -49.6% | +45.8% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling