+309.3%
TEL vs APTV
-16.1%
+325.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +1.6% | -5.0% | +6.6% | +3.8% |
| 30D | -0.7% | -6.1% | +5.4% | +1.9% |
| 3M | +2.4% | -33.0% | +35.4% | +19.8% |
| 6M | +4.1% | -35.2% | +39.4% | +21.9% |
| YTD | -5.8% | -40.1% | +34.3% | +13.5% |
| 1Y | +0.9% | -45.6% | +46.5% | +26.6% |
| 3Y | +72.6% | -54.4% | +127.0% | +123.9% |
| 5Y | +57.5% | -68.9% | +126.5% | +134.5% |
| All | +309.3% | -16.1% | +325.5% | +293.9% |
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