-55.4%
TSLL vs APTV
-53.1%
-2.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.1% | -14.9% | -14.4% |
| 7D | +1.9% | +4.8% | -2.9% | -2.5% |
| 30D | +17.8% | +2.0% | +15.8% | +15.5% |
| 3M | -37.0% | -34.2% | -2.8% | -10.3% |
| 6M | -37.7% | -34.7% | -3.0% | -12.9% |
| YTD | -51.4% | -37.0% | -14.4% | -31.5% |
| 1Y | -23.4% | -40.4% | +17.0% | +13.2% |
| 3Y | -30.8% | -54.1% | +23.3% | +24.8% |
| All | -55.4% | -53.1% | -2.3% | -18.6% |
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