+328.6%
TMO vs APTV
-16.1%
+344.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.6% | -5.0% | +4.4% | +0.4% |
| 30D | +1.1% | -6.1% | +7.2% | +2.3% |
| 3M | +28.3% | -33.0% | +61.3% | +38.8% |
| 6M | +23.3% | -35.2% | +58.5% | +33.3% |
| YTD | +5.5% | -40.1% | +45.6% | +15.6% |
| 1Y | +24.5% | -45.6% | +70.2% | +39.3% |
| 3Y | +19.6% | -54.4% | +73.9% | +35.2% |
| 5Y | +8.1% | -68.9% | +77.0% | +27.9% |
| All | +328.6% | -16.1% | +344.7% | +327.8% |
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