+1,672.6%
TSM vs APO
+821.0%
+851.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | +14.8% | +3.5% | +11.4% | +13.4% |
| 30D | -8.9% | +4.4% | -13.3% | -10.6% |
| 3M | -5.3% | -12.1% | +6.8% | -1.3% |
| 6M | +2.6% | -7.2% | +9.8% | +4.4% |
| YTD | +34.5% | -15.1% | +49.6% | +39.9% |
| 1Y | +41.0% | -7.7% | +48.7% | +41.9% |
| 3Y | +333.1% | +49.6% | +283.5% | +257.5% |
| 5Y | +270.1% | +78.3% | +191.8% | +177.7% |
| All | +1,672.6% | +821.0% | +851.6% | +777.0% |
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 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