-47.8%
APTV vs TSLQ
-97.2%
+49.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.9% |
| 7D | -1.8% | +5.7% | -7.5% | -1.1% |
| 30D | -7.9% | -21.1% | +13.2% | -10.2% |
| 3M | -29.9% | -11.5% | -18.4% | -29.5% |
| 6M | -36.6% | -14.9% | -21.7% | -35.5% |
| YTD | -40.0% | +2.4% | -42.4% | -37.3% |
| 1Y | -44.0% | -49.8% | +5.8% | -45.5% |
| 3Y | -54.5% | -95.8% | +41.3% | -61.7% |
| All | -47.8% | -97.2% | +49.4% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 5y: compounded portfolio wealth divided by compounded TSLQ 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…
5y analysis · Full analysis span regression · 6 months rolling