+9.3%
TT vs APTV
-45.8%
+55.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | +1.4% | -1.2% | +2.6% | +1.6% |
| 30D | -6.7% | -10.6% | +4.0% | -5.0% |
| 3M | -5.4% | -35.0% | +29.6% | +2.0% |
| 6M | +4.4% | -38.9% | +43.3% | +12.6% |
| YTD | +14.9% | -41.5% | +56.4% | +24.0% |
| 1Y | +9.3% | -45.8% | +55.1% | +17.9% |
| All | +9.3% | -45.8% | +55.1% | +17.9% |
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 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