+2,625.1%
TT vs APTV
+142.3%
+2,482.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.8% | +3.5% |
| 7D | -2.0% | -10.2% | +8.2% | +1.3% |
| 30D | -14.0% | -10.8% | -3.2% | -11.0% |
| 3M | -15.9% | -14.8% | -1.1% | -11.9% |
| 6M | -17.3% | -30.6% | +13.2% | -8.9% |
| YTD | +4.0% | -48.2% | +52.1% | +25.0% |
| 1Y | -7.1% | -52.0% | +44.8% | +14.5% |
| 3Y | +90.2% | -47.0% | +137.3% | +116.6% |
| 5Y | +131.1% | -77.5% | +208.6% | +243.9% |
| 10Y | +777.7% | -27.0% | +804.7% | +642.2% |
| All | +2,625.1% | +142.3% | +2,482.8% | +968.0% |
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