-54.5%
APTV vs TRMB
+13.0%
-67.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -4.1% |
| 7D | +2.0% | -0.3% | +2.2% | +2.1% |
| 30D | -7.7% | -1.2% | -6.5% | -7.4% |
| 3M | -34.0% | +9.6% | -43.6% | -37.5% |
| 6M | -37.1% | -16.1% | -21.0% | -32.0% |
| YTD | -39.9% | -25.0% | -14.9% | -31.4% |
| 1Y | -44.4% | -27.7% | -16.7% | -35.5% |
| 3Y | -54.5% | +15.3% | -69.8% | -58.7% |
| All | -54.5% | +13.0% | -67.5% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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