+36.0%
TSM vs APO
-5.6%
+41.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.1% | -10.3% | -3.6% |
| 7D | -10.0% | +8.2% | -18.2% | -11.3% |
| 30D | -18.5% | +6.4% | -25.0% | -19.5% |
| 3M | -4.9% | -7.4% | +2.6% | -3.4% |
| 6M | -1.0% | -4.2% | +3.2% | -0.4% |
| YTD | +31.3% | -14.1% | +45.4% | +36.6% |
| 1Y | +36.0% | -4.4% | +40.4% | +38.7% |
| All | +36.0% | -5.6% | +41.7% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling