+45.9%
TEM vs APTV
-38.0%
+83.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -5.5% |
| 7D | -9.2% | -1.8% | -7.4% | -8.4% |
| 30D | +5.5% | -7.9% | +13.4% | +9.8% |
| 3M | +18.7% | -29.9% | +48.6% | +40.3% |
| 6M | +15.4% | -36.6% | +52.0% | +41.8% |
| YTD | -0.5% | -40.0% | +39.4% | +23.8% |
| 1Y | -24.8% | -44.0% | +19.2% | -1.6% |
| All | +45.9% | -38.0% | +83.9% | +56.3% |
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