-52.1%
TSLL vs APO
+131.1%
-183.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.7% | +6.2% | +5.6% |
| 7D | -14.3% | +2.3% | -16.6% | -16.6% |
| 30D | -6.2% | +3.0% | -9.1% | -9.7% |
| 3M | +21.2% | -3.7% | +24.9% | +25.6% |
| 6M | -36.6% | -7.5% | -29.1% | -32.1% |
| YTD | -47.8% | -14.5% | -33.2% | -40.0% |
| 1Y | -45.2% | -6.2% | -39.1% | -44.4% |
| 3Y | -3.3% | +51.9% | -55.2% | -33.4% |
| All | -52.1% | +131.1% | -183.2% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling