+5,312.1%
TSM vs APO
+1,753.5%
+3,558.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +2.7% | -1.0% | +3.7% | +3.0% |
| 30D | +3.6% | +3.5% | +0.1% | +2.2% |
| 3M | -3.4% | +4.5% | -7.9% | -5.2% |
| 6M | +20.6% | +22.8% | -2.2% | +11.7% |
| YTD | +41.9% | -6.5% | +48.4% | +43.0% |
| 1Y | +84.4% | +0.8% | +83.5% | +80.1% |
| 3Y | +380.2% | +62.0% | +318.3% | +298.9% |
| 5Y | +275.3% | +138.2% | +137.1% | +171.6% |
| 10Y | +1,751.4% | +940.3% | +811.1% | +795.1% |
| All | +5,312.1% | +1,753.5% | +3,558.6% | +2,111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling