-33.7%
TLT vs APTV
-69.4%
+35.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.1% |
| 7D | +0.4% | +2.0% | -1.6% | +0.4% |
| 30D | -0.3% | -7.7% | +7.4% | -0.2% |
| 3M | -1.7% | -34.0% | +32.3% | -1.0% |
| 6M | -4.9% | -37.1% | +32.2% | -4.3% |
| YTD | -2.8% | -39.9% | +37.1% | -2.1% |
| 1Y | -4.2% | -44.4% | +40.2% | -3.4% |
| 3Y | -1.1% | -54.5% | +53.4% | -1.0% |
| 5Y | -33.7% | -69.1% | +35.4% | -36.3% |
| All | -33.7% | -69.4% | +35.7% | -36.3% |
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 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