+26.8%
TPR vs APTV
-53.0%
+79.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.4% | -0.3% |
| 7D | +14.2% | -10.2% | +24.4% | +16.4% |
| 30D | +17.1% | -10.8% | +27.9% | +19.6% |
| 3M | -17.7% | -14.8% | -2.9% | -15.4% |
| 6M | -10.2% | -30.6% | +20.4% | -5.3% |
| YTD | +4.9% | -48.2% | +53.1% | +20.3% |
| All | +26.8% | -53.0% | +79.8% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling