-53.2%
TE vs APTV
-47.6%
-5.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.7% | +0.2% |
| 7D | -4.0% | +4.8% | -8.8% | -5.5% |
| 30D | -15.9% | +2.0% | -17.9% | -16.5% |
| 3M | -60.5% | -34.2% | -26.3% | -54.2% |
| 6M | -35.2% | -34.7% | -0.5% | -25.4% |
| YTD | -31.1% | -37.0% | +5.8% | -20.2% |
| 1Y | +148.6% | -40.4% | +189.0% | +193.2% |
| 3Y | -26.4% | -54.1% | +27.7% | -7.3% |
| 5Y | -48.0% | -68.0% | +20.0% | -31.7% |
| All | -53.2% | -47.6% | -5.6% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling