+240.4%
TPR vs APTV
-67.9%
+308.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | -1.4% |
| 7D | -2.3% | +4.8% | -7.1% | -4.5% |
| 30D | -23.0% | +2.0% | -25.0% | -24.0% |
| 3M | -12.5% | -34.2% | +21.8% | +5.1% |
| 6M | -21.4% | -34.7% | +13.2% | -6.9% |
| YTD | -3.5% | -37.0% | +33.5% | +15.7% |
| 1Y | +17.4% | -40.4% | +57.8% | +44.6% |
| 3Y | +291.3% | -54.1% | +345.4% | +435.2% |
| All | +240.4% | -67.9% | +308.3% | +454.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling