+193.5%
APTV vs TRMB
+175.9%
+17.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.7% |
| 7D | +4.8% | -2.5% | +7.3% | +6.3% |
| 30D | +2.0% | +1.5% | +0.5% | +0.8% |
| 3M | -34.2% | +6.8% | -41.0% | -37.4% |
| 6M | -34.7% | -14.9% | -19.7% | -29.4% |
| YTD | -37.0% | -24.1% | -12.9% | -27.5% |
| 1Y | -40.4% | -25.4% | -15.0% | -31.0% |
| 3Y | -54.1% | +8.0% | -62.1% | -58.6% |
| 5Y | -68.0% | -37.3% | -30.7% | -61.0% |
| 10Y | -15.5% | +116.8% | -132.3% | -47.2% |
| All | +193.5% | +175.9% | +17.6% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling