-69.3%
APTV vs TD
+125.7%
-195.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.9% |
| 7D | -5.0% | -0.5% | -4.5% | -4.5% |
| 30D | -6.1% | -1.9% | -4.2% | -4.6% |
| 3M | -33.0% | +4.8% | -37.7% | -35.6% |
| 6M | -35.2% | +28.0% | -63.2% | -47.3% |
| YTD | -40.1% | +30.3% | -70.4% | -52.1% |
| 1Y | -45.6% | +59.8% | -105.4% | -63.3% |
| 3Y | -54.4% | +124.7% | -179.1% | -77.5% |
| All | -69.3% | +125.7% | -195.0% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling