-18.4%
TSLL vs APTV
-49.5%
+31.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.5% | +12.1% | +11.4% |
| 7D | -21.2% | -10.2% | -11.0% | -14.1% |
| 30D | -13.3% | -10.8% | -2.5% | -5.1% |
| 3M | +15.4% | -14.8% | +30.2% | +29.7% |
| 6M | -34.2% | -30.6% | -3.7% | -14.0% |
| YTD | -52.9% | -48.2% | -4.7% | -23.6% |
| 1Y | -54.3% | -52.0% | -2.4% | -20.9% |
| 3Y | -18.4% | -47.0% | +28.7% | +18.7% |
| All | -18.4% | -49.5% | +31.1% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling