+145.2%
TE vs APTV
-44.8%
+190.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +0.2% | -5.0% | +5.2% | +1.7% |
| 30D | -5.9% | -6.1% | +0.1% | -4.2% |
| 3M | -45.6% | -33.0% | -12.6% | -37.1% |
| 6M | -43.4% | -35.2% | -8.1% | -34.6% |
| YTD | -31.0% | -40.1% | +9.2% | -20.7% |
| 1Y | +145.2% | -45.6% | +190.8% | +185.2% |
| All | +145.2% | -44.8% | +190.0% | +185.2% |
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 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