-48.9%
TSLL vs APTV
-61.4%
+12.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.1% |
| 7D | +0.5% | -8.9% | +9.4% | +9.3% |
| 30D | +2.7% | -9.5% | +12.2% | +11.5% |
| 3M | +26.3% | -20.6% | +46.8% | +51.3% |
| 6M | -37.2% | -28.9% | -8.3% | -18.6% |
| YTD | -44.2% | -48.2% | +4.0% | -8.3% |
| 1Y | -44.0% | -51.7% | +7.7% | -2.2% |
| 3Y | 0.0% | -48.1% | +48.1% | +56.6% |
| All | -48.9% | -61.4% | +12.6% | +9.0% |
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