+200.7%
TPR vs APTV
+194.6%
+6.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | -1.5% |
| 7D | -2.3% | +4.8% | -7.1% | -4.6% |
| 30D | -23.0% | +2.0% | -25.0% | -24.1% |
| 3M | -12.5% | -34.2% | +21.8% | +5.4% |
| 6M | -21.4% | -34.7% | +13.2% | -6.8% |
| YTD | -3.5% | -37.0% | +33.5% | +15.8% |
| 1Y | +17.4% | -40.4% | +57.8% | +44.5% |
| 3Y | +291.3% | -54.1% | +345.4% | +425.0% |
| 5Y | +241.9% | -68.0% | +309.9% | +436.7% |
| 10Y | +322.7% | -15.5% | +338.2% | +314.4% |
| All | +200.7% | +194.6% | +6.2% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling