+2.0%
TLT vs APTV
+138.4%
-136.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.7% | -5.0% | +2.3% | -2.9% |
| 30D | +2.2% | -12.3% | +14.5% | +1.6% |
| 3M | -1.7% | -19.9% | +18.2% | -2.6% |
| 6M | -4.0% | -29.4% | +25.4% | -5.2% |
| YTD | -4.9% | -49.0% | +44.0% | -7.5% |
| 1Y | -7.4% | -53.1% | +45.7% | -10.2% |
| 3Y | +3.0% | -48.9% | +51.9% | +0.8% |
| 5Y | -35.1% | -77.2% | +42.2% | -39.7% |
| 10Y | -12.7% | -26.8% | +14.0% | -6.4% |
| All | +2.0% | +138.4% | -136.4% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling