-9.3%
TDG vs APTV
-39.9%
+30.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.1% |
| 7D | -2.0% | +4.8% | -6.8% | -2.4% |
| 30D | -7.4% | +2.0% | -9.4% | -7.5% |
| 3M | -5.4% | -34.2% | +28.9% | -2.8% |
| 6M | -11.6% | -34.7% | +23.0% | -10.2% |
| YTD | -12.6% | -37.0% | +24.4% | -12.2% |
| 1Y | -9.3% | -40.4% | +31.1% | -9.8% |
| All | -9.3% | -39.9% | +30.6% | -9.8% |
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