+377.9%
TPR vs APTV
-27.0%
+404.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.4% | +0.7% |
| 7D | +14.2% | -10.2% | +24.4% | +19.9% |
| 30D | +17.1% | -10.8% | +27.9% | +23.4% |
| 3M | -17.7% | -14.8% | -2.9% | -11.8% |
| 6M | -10.2% | -30.6% | +20.4% | +3.6% |
| YTD | +4.9% | -48.2% | +53.1% | +39.0% |
| 1Y | +36.1% | -52.0% | +88.1% | +87.4% |
| 3Y | +416.5% | -47.0% | +463.5% | +542.5% |
| 5Y | +254.8% | -77.5% | +332.3% | +580.3% |
| All | +377.9% | -27.0% | +404.9% | +466.4% |
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 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