-44.8%
TE vs APTV
-70.4%
+25.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -1.4% |
| 7D | +15.0% | -1.2% | +16.1% | +15.4% |
| 30D | -7.5% | -10.6% | +3.1% | -1.6% |
| 3M | -42.0% | -35.0% | -7.0% | -26.7% |
| 6M | -31.4% | -38.9% | +7.5% | -11.3% |
| YTD | -26.5% | -41.5% | +15.0% | -3.7% |
| 1Y | +153.1% | -45.8% | +198.9% | +245.7% |
| 3Y | -20.7% | -55.7% | +35.0% | +20.4% |
| All | -44.8% | -70.4% | +25.7% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling