+817.5%
TRV vs APTV
+173.4%
+644.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.9% |
| 7D | +0.2% | -1.2% | +1.3% | +0.4% |
| 30D | -2.3% | -10.6% | +8.3% | 0.0% |
| 3M | +22.7% | -35.0% | +57.7% | +33.9% |
| 6M | +21.9% | -38.9% | +60.8% | +33.7% |
| YTD | +27.5% | -41.5% | +69.0% | +40.5% |
| 1Y | +36.2% | -45.8% | +82.1% | +52.6% |
| 3Y | +140.6% | -55.7% | +196.3% | +174.2% |
| 5Y | +154.5% | -70.1% | +224.6% | +210.5% |
| 10Y | +295.4% | -19.1% | +314.5% | +233.6% |
| All | +817.5% | +173.4% | +644.0% | +478.9% |
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