-5.8%
TDG vs APTV
-46.4%
+40.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.3% |
| 7D | +7.1% | -1.9% | +8.9% | +7.2% |
| 30D | +11.4% | -1.4% | +12.8% | +11.5% |
| 3M | -4.6% | -9.3% | +4.8% | -3.9% |
| 6M | +5.8% | -27.3% | +33.2% | +7.3% |
| YTD | -8.5% | -43.1% | +34.7% | -8.2% |
| 1Y | -5.8% | -46.5% | +40.7% | -5.3% |
| All | -5.8% | -46.4% | +40.6% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling