-56.8%
TSLL vs APTV
-61.4%
+4.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.5% | +12.1% | +11.5% |
| 7D | -21.2% | -10.2% | -11.0% | -13.8% |
| 30D | -13.3% | -10.8% | -2.5% | -4.8% |
| 3M | +15.4% | -14.8% | +30.2% | +30.3% |
| 6M | -34.2% | -30.6% | -3.7% | -13.3% |
| YTD | -52.9% | -48.2% | -4.7% | -22.7% |
| 1Y | -54.3% | -52.0% | -2.4% | -20.1% |
| 3Y | -18.4% | -47.0% | +28.7% | +25.4% |
| All | -56.8% | -61.4% | +4.6% | -8.1% |
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