+293.8%
TRV vs APTV
-15.8%
+309.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | 0.0% |
| 7D | -1.5% | -1.8% | +0.3% | -1.1% |
| 30D | -1.8% | -7.9% | +6.1% | -0.1% |
| 3M | +21.6% | -29.9% | +51.5% | +30.4% |
| 6M | +22.5% | -36.6% | +59.0% | +33.1% |
| YTD | +28.1% | -40.0% | +68.1% | +40.4% |
| 1Y | +37.0% | -44.0% | +81.0% | +52.3% |
| 3Y | +141.9% | -54.5% | +196.4% | +174.5% |
| 5Y | +158.5% | -68.8% | +227.3% | +214.2% |
| All | +293.8% | -15.8% | +309.7% | +236.1% |
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 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