-51.2%
APTV vs TLN
+571.8%
-623.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.0% |
| 7D | -1.8% | +2.0% | -3.8% | -2.1% |
| 30D | -7.9% | -12.9% | +5.0% | -6.4% |
| 3M | -29.9% | -7.4% | -22.5% | -29.5% |
| 6M | -36.6% | -6.0% | -30.5% | -36.5% |
| YTD | -40.0% | -16.9% | -23.1% | -39.1% |
| 1Y | -44.0% | -22.6% | -21.4% | -43.0% |
| 3Y | -54.5% | +469.0% | -523.6% | -70.1% |
| All | -51.2% | +571.8% | -623.0% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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