+137.0%
APO vs TSN
-20.8%
+157.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | +0.1% | -5.0% | +5.1% | +1.0% |
| 30D | +3.9% | -9.1% | +12.9% | +5.6% |
| 3M | +3.8% | -7.4% | +11.2% | +4.8% |
| 6M | +22.3% | -13.4% | +35.7% | +24.9% |
| YTD | -7.8% | -8.5% | +0.7% | -7.4% |
| 1Y | -0.3% | -3.2% | +2.9% | -1.7% |
| 3Y | +57.1% | +11.5% | +45.6% | +45.2% |
| 5Y | +137.0% | -19.5% | +156.5% | +141.9% |
| All | +137.0% | -20.8% | +157.8% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 5y: compounded portfolio wealth divided by compounded TSN 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…
5y analysis · Full analysis span regression · 6 months rolling