+59.7%
TEM vs APTV
-37.9%
+97.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +1.9% |
| 7D | +3.2% | +2.0% | +1.3% | +2.1% |
| 30D | +23.5% | -7.7% | +31.2% | +28.5% |
| 3M | +32.3% | -34.0% | +66.3% | +61.6% |
| 6M | +23.0% | -37.1% | +60.1% | +52.1% |
| YTD | +8.9% | -39.9% | +48.8% | +35.5% |
| 1Y | -19.9% | -44.4% | +24.6% | +5.7% |
| All | +59.7% | -37.9% | +97.6% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling