-28.3%
APTV vs THC
+1,813.2%
-1,841.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.7% | +1.0% | -2.7% | -2.0% |
| 30D | -11.6% | +5.3% | -16.9% | -12.9% |
| 3M | -21.2% | +7.1% | -28.3% | -22.9% |
| 6M | -28.5% | +46.0% | -74.6% | -36.9% |
| YTD | -49.1% | +43.9% | -93.0% | -55.3% |
| 1Y | -52.2% | +45.4% | -97.6% | -58.3% |
| 3Y | -48.6% | +421.3% | -469.9% | -71.0% |
| 5Y | -77.3% | +261.5% | -338.7% | -86.3% |
| All | -28.3% | +1,813.2% | -1,841.6% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling