+159.7%
TRV vs APTV
-69.3%
+229.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +1.9% | -5.0% | +7.0% | +2.4% |
| 30D | +1.7% | -6.1% | +7.8% | +2.2% |
| 3M | +23.9% | -33.0% | +56.9% | +28.4% |
| 6M | +26.3% | -35.2% | +61.5% | +30.8% |
| YTD | +30.8% | -40.1% | +71.0% | +36.4% |
| 1Y | +36.3% | -45.6% | +81.9% | +43.8% |
| 3Y | +145.0% | -54.4% | +199.4% | +159.8% |
| All | +159.7% | -69.3% | +229.0% | +188.8% |
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