+537.0%
TDG vs APTV
-16.1%
+553.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.9% | -5.0% | +3.2% | +0.2% |
| 30D | -7.7% | -6.1% | -1.6% | -5.4% |
| 3M | -9.3% | -33.0% | +23.7% | +5.9% |
| 6M | -9.4% | -35.2% | +25.9% | +5.3% |
| YTD | -14.3% | -40.1% | +25.9% | +2.1% |
| 1Y | -11.8% | -45.6% | +33.8% | +9.1% |
| 3Y | +52.0% | -54.4% | +106.3% | +90.7% |
| 5Y | +128.8% | -68.9% | +197.7% | +233.9% |
| All | +537.0% | -16.1% | +553.1% | +436.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling