+4,816.8%
TSM vs APO
+1,594.4%
+3,222.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +2.0% |
| 7D | -2.5% | +2.3% | -4.8% | -3.4% |
| 30D | -14.3% | +3.0% | -17.3% | -15.3% |
| 3M | -7.2% | -3.7% | -3.5% | -6.7% |
| 6M | -5.1% | -7.5% | +2.4% | -3.6% |
| YTD | +28.9% | -14.5% | +43.4% | +33.2% |
| 1Y | +37.1% | -6.2% | +43.2% | +37.2% |
| 3Y | +341.5% | +51.9% | +289.6% | +273.9% |
| 5Y | +245.7% | +76.5% | +169.2% | +172.6% |
| 10Y | +1,502.2% | +895.2% | +607.0% | +686.7% |
| All | +4,816.8% | +1,594.4% | +3,222.4% | +1,960.2% |
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