+127.9%
TT vs APTV
-77.0%
+204.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.8% | +3.3% |
| 7D | -2.0% | -10.2% | +8.2% | +0.7% |
| 30D | -14.0% | -10.8% | -3.2% | -11.6% |
| 3M | -15.9% | -14.8% | -1.1% | -12.6% |
| 6M | -17.3% | -30.6% | +13.2% | -10.4% |
| YTD | +4.0% | -48.2% | +52.1% | +21.5% |
| 1Y | -7.1% | -52.0% | +44.8% | +10.9% |
| 3Y | +90.2% | -47.0% | +137.3% | +111.6% |
| All | +127.9% | -77.0% | +204.9% | +228.6% |
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 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