+4,916.3%
TSM vs APO
+1,601.9%
+3,314.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -2.1% | +8.1% | -10.1% | -4.5% |
| 30D | -12.5% | +3.4% | -16.0% | -13.7% |
| 3M | -5.0% | -6.6% | +1.6% | -3.5% |
| 6M | -3.2% | -7.1% | +3.9% | -1.7% |
| YTD | +31.5% | -14.1% | +45.6% | +35.7% |
| 1Y | +35.7% | -4.7% | +40.4% | +35.1% |
| 3Y | +323.5% | +51.3% | +272.2% | +259.0% |
| 5Y | +263.4% | +82.7% | +180.6% | +183.7% |
| 10Y | +1,598.5% | +845.7% | +752.8% | +743.6% |
| All | +4,916.3% | +1,601.9% | +3,314.3% | +1,999.0% |
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 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