-54.5%
APTV vs TLN
+494.5%
-549.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.0% |
| 7D | +2.0% | +10.9% | -8.9% | +0.6% |
| 30D | -7.7% | -6.3% | -1.4% | -7.1% |
| 3M | -34.0% | -10.7% | -23.3% | -33.3% |
| 6M | -37.1% | +1.6% | -38.7% | -37.5% |
| YTD | -39.9% | -13.1% | -26.8% | -39.4% |
| 1Y | -44.4% | -15.1% | -29.4% | -44.0% |
| 3Y | -54.5% | +495.0% | -549.5% | -69.7% |
| All | -54.5% | +494.5% | -549.0% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling