-57.9%
APTV vs TLN
+716.6%
-774.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.0% |
| 7D | -8.9% | +15.9% | -24.8% | -10.5% |
| 30D | -9.5% | -0.3% | -9.2% | -9.7% |
| 3M | -20.6% | +5.8% | -26.4% | -21.6% |
| 6M | -28.9% | -1.2% | -27.6% | -29.5% |
| YTD | -48.2% | +1.0% | -49.2% | -49.0% |
| 1Y | -51.7% | +1.1% | -52.8% | -52.5% |
| 3Y | -48.1% | +591.7% | -639.8% | -67.0% |
| All | -57.9% | +716.6% | -774.6% | -73.9% |
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