+173.9%
APO vs TSLQ
-97.8%
+271.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +2.3% |
| 7D | +5.8% | -16.8% | +22.6% | +3.0% |
| 30D | +8.9% | -18.0% | +26.8% | +6.6% |
| 3M | -13.6% | -34.5% | +20.8% | -17.5% |
| 6M | -5.4% | -8.9% | +3.5% | -2.7% |
| YTD | -13.6% | -19.0% | +5.4% | -11.1% |
| 1Y | -2.5% | -38.2% | +35.7% | -3.3% |
| 3Y | +50.9% | -96.9% | +147.8% | +17.5% |
| All | +173.9% | -97.8% | +271.7% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling