-47.8%
APTV vs TSLQ
-97.3%
+49.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.0% | +3.3% | -5.6% |
| 7D | +2.0% | -8.6% | +10.5% | +1.0% |
| 30D | -7.7% | -24.9% | +17.2% | -10.5% |
| 3M | -34.0% | -1.5% | -32.5% | -32.7% |
| 6M | -37.1% | -18.1% | -19.0% | -36.3% |
| YTD | -39.9% | -0.1% | -39.8% | -37.4% |
| 1Y | -44.4% | -51.4% | +6.9% | -46.2% |
| 3Y | -54.5% | -95.9% | +41.4% | -61.7% |
| All | -47.8% | -97.3% | +49.5% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling