-18.4%
TSLL vs APO
+43.9%
-62.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.1% | +9.2% |
| 7D | -21.2% | +0.8% | -22.0% | -22.3% |
| 30D | -13.3% | +1.0% | -14.3% | -15.1% |
| 3M | +15.4% | -8.4% | +23.8% | +26.6% |
| 6M | -34.2% | -9.1% | -25.1% | -28.3% |
| YTD | -52.9% | -18.3% | -34.6% | -42.5% |
| 1Y | -54.3% | -8.0% | -46.4% | -53.3% |
| 3Y | -18.4% | +47.1% | -65.4% | -27.0% |
| All | -18.4% | +43.9% | -62.2% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling