+311.2%
TPR vs APTV
-19.3%
+330.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -1.4% |
| 7D | -3.4% | +2.0% | -5.3% | -4.4% |
| 30D | -27.3% | -7.7% | -19.6% | -24.5% |
| 3M | -16.2% | -34.0% | +17.8% | +1.4% |
| 6M | -17.9% | -37.1% | +19.2% | -0.2% |
| YTD | -7.1% | -39.9% | +32.8% | +14.9% |
| 1Y | +13.6% | -44.4% | +58.1% | +46.1% |
| 3Y | +293.7% | -54.5% | +348.2% | +435.4% |
| 5Y | +239.1% | -69.1% | +308.2% | +451.8% |
| 10Y | +311.2% | -20.0% | +331.2% | +365.2% |
| All | +311.2% | -19.3% | +330.5% | +365.2% |
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