-47.2%
TSLL vs APO
+129.5%
-176.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +4.8% |
| 7D | +33.0% | +3.5% | +29.5% | +28.1% |
| 30D | +7.7% | +4.4% | +3.3% | +2.0% |
| 3M | +34.7% | -12.1% | +46.8% | +55.8% |
| 6M | -31.5% | -7.2% | -24.3% | -26.8% |
| YTD | -42.4% | -15.1% | -27.2% | -33.3% |
| 1Y | -39.7% | -7.7% | -32.0% | -37.4% |
| 3Y | +3.4% | +49.6% | -46.2% | -27.7% |
| All | -47.2% | +129.5% | -176.7% | -75.1% |
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