+9.2%
TT vs APTV
-39.9%
+49.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | +0.1% |
| 7D | -0.2% | +4.8% | -5.0% | -1.0% |
| 30D | -7.4% | +2.0% | -9.4% | -7.7% |
| 3M | -3.2% | -34.2% | +31.0% | +4.4% |
| 6M | +1.1% | -34.7% | +35.8% | +8.0% |
| YTD | +15.6% | -37.0% | +52.6% | +23.2% |
| 1Y | +9.2% | -40.4% | +49.6% | +15.1% |
| All | +9.2% | -39.9% | +49.1% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling