+193.5%
APTV vs TD
+513.5%
-320.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.4% | +4.3% |
| 7D | +4.8% | +0.3% | +4.5% | +4.5% |
| 30D | +2.0% | +0.4% | +1.6% | +1.4% |
| 3M | -34.2% | +7.6% | -41.9% | -38.5% |
| 6M | -34.7% | +25.0% | -59.7% | -46.4% |
| YTD | -37.0% | +31.0% | -68.0% | -50.5% |
| 1Y | -40.4% | +65.2% | -105.6% | -61.9% |
| 3Y | -54.1% | +122.5% | -176.6% | -78.0% |
| 5Y | -68.0% | +124.8% | -192.8% | -84.7% |
| 10Y | -15.5% | +298.2% | -313.7% | -74.6% |
| All | +193.5% | +513.5% | -320.1% | -41.9% |
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