+179.9%
APTV vs TRGP
+1,525.7%
-1,345.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -5.1% |
| 7D | +2.0% | -0.6% | +2.6% | +2.1% |
| 30D | -7.7% | +14.6% | -22.3% | -12.0% |
| 3M | -34.0% | +11.9% | -45.9% | -37.0% |
| 6M | -37.1% | +25.3% | -62.4% | -42.5% |
| YTD | -39.9% | +61.9% | -101.8% | -49.7% |
| 1Y | -44.4% | +87.3% | -131.7% | -56.0% |
| 3Y | -54.5% | +268.0% | -322.5% | -72.0% |
| 5Y | -69.1% | +638.2% | -707.3% | -85.0% |
| 10Y | -20.0% | +821.9% | -841.9% | -72.7% |
| All | +179.9% | +1,525.7% | -1,345.8% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling