-66.0%
TE vs APO
-5.0%
-60.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.8% | -4.0% |
| 7D | -19.1% | +5.8% | -24.8% | -21.7% |
| 30D | -34.1% | +8.9% | -43.0% | -37.8% |
| 3M | -60.1% | -13.6% | -46.5% | -54.9% |
| 6M | -66.0% | -5.4% | -60.6% | -62.5% |
| All | -66.0% | -5.0% | -60.9% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 6mo: compounded portfolio wealth divided by compounded APO 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…
6mo analysis · Full analysis span regression · 6 months rolling