+192.4%
APO vs TSLQ
-97.3%
+289.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.0% | +6.6% | -2.6% |
| 7D | +0.1% | -8.6% | +8.7% | -1.0% |
| 30D | +3.9% | -24.9% | +28.8% | +0.2% |
| 3M | +3.8% | -1.5% | +5.3% | +6.2% |
| 6M | +22.3% | -18.1% | +40.4% | +23.4% |
| YTD | -7.8% | -0.1% | -7.7% | -3.2% |
| 1Y | -0.3% | -51.4% | +51.0% | -5.0% |
| 3Y | +57.1% | -95.9% | +153.0% | +28.2% |
| All | +192.4% | -97.3% | +289.7% | +147.8% |
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