+357.0%
TPR vs APTV
-27.3%
+384.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | -1.1% | -5.0% | +3.8% | +1.4% |
| 30D | +15.1% | -12.3% | +27.4% | +22.4% |
| 3M | -13.4% | -19.9% | +6.5% | -4.1% |
| 6M | +1.4% | -29.4% | +30.7% | +15.9% |
| YTD | +4.8% | -49.0% | +53.8% | +40.0% |
| 1Y | +29.2% | -53.1% | +82.3% | +80.0% |
| 3Y | +403.7% | -48.9% | +452.6% | +539.7% |
| 5Y | +230.8% | -77.2% | +308.1% | +531.0% |
| All | +357.0% | -27.3% | +384.3% | +448.6% |
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