-49.1%
TSLL vs APTV
-62.1%
+13.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.6% |
| 7D | +17.8% | -1.7% | +19.6% | +19.6% |
| 30D | +8.2% | -11.6% | +19.8% | +19.8% |
| 3M | +20.9% | -21.2% | +42.1% | +45.5% |
| 6M | -37.5% | -28.5% | -9.0% | -19.4% |
| YTD | -44.5% | -49.1% | +4.6% | -7.5% |
| 1Y | -33.0% | -52.2% | +19.2% | +17.6% |
| 3Y | -6.4% | -48.6% | +42.3% | +47.7% |
| All | -49.1% | -62.1% | +13.0% | +9.9% |
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 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