+172.4%
APTV vs TNA
+540.3%
-367.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.5% | -1.1% |
| 7D | -1.2% | -3.6% | +2.4% | +0.3% |
| 30D | -10.6% | -10.1% | -0.6% | -7.0% |
| 3M | -35.0% | +2.7% | -37.7% | -36.2% |
| 6M | -38.9% | +38.4% | -77.3% | -47.3% |
| YTD | -41.5% | +45.4% | -86.9% | -50.9% |
| 1Y | -45.8% | +55.9% | -101.8% | -56.4% |
| 3Y | -55.7% | +109.8% | -165.5% | -72.0% |
| 5Y | -70.1% | -22.5% | -47.6% | -75.0% |
| 10Y | -19.1% | +87.5% | -106.6% | -63.1% |
| All | +172.4% | +540.3% | -367.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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