+52.2%
TEM vs APTV
-39.6%
+91.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.7% | -2.0% | -3.3% |
| 7D | -1.1% | -1.2% | +0.1% | -0.5% |
| 30D | +11.3% | -10.6% | +21.9% | +17.8% |
| 3M | +25.5% | -35.0% | +60.5% | +54.5% |
| 6M | +17.1% | -38.9% | +56.0% | +47.1% |
| YTD | +3.8% | -41.5% | +45.3% | +31.0% |
| 1Y | -24.4% | -45.8% | +21.5% | +1.0% |
| All | +52.2% | -39.6% | +91.8% | +65.4% |
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