-48.6%
APTV vs TRGP
+274.3%
-322.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -1.7% | +12.4% | -14.1% | -3.5% |
| 30D | -11.6% | +2.6% | -14.2% | -12.2% |
| 3M | -21.2% | +11.9% | -33.0% | -23.1% |
| 6M | -28.5% | +13.9% | -42.4% | -31.0% |
| YTD | -49.1% | +64.2% | -113.3% | -55.9% |
| 1Y | -52.2% | +78.5% | -130.7% | -59.7% |
| 3Y | -48.6% | +272.9% | -321.5% | -70.8% |
| All | -48.6% | +274.3% | -322.9% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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