+137.2%
APTV vs TD
+528.6%
-391.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -1.7% | +1.1% | -2.9% | -2.7% |
| 30D | -11.6% | +5.2% | -16.8% | -15.4% |
| 3M | -21.2% | +1.2% | -22.4% | -22.2% |
| 6M | -28.5% | +17.7% | -46.3% | -38.2% |
| YTD | -49.1% | +34.2% | -83.3% | -60.8% |
| 1Y | -52.2% | +55.4% | -107.6% | -67.8% |
| 3Y | -48.6% | +130.4% | -179.0% | -76.0% |
| 5Y | -77.3% | +101.8% | -179.1% | -88.0% |
| 10Y | -26.9% | +301.9% | -328.7% | -78.2% |
| All | +137.2% | +528.6% | -391.5% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling