+2,752.6%
TT vs APTV
+145.2%
+2,607.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.3% |
| 7D | +1.7% | -9.8% | +11.5% | +5.0% |
| 30D | -11.8% | -8.9% | -2.9% | -9.4% |
| 3M | -12.6% | -19.5% | +6.9% | -6.7% |
| 6M | -9.4% | -31.1% | +21.8% | +0.2% |
| YTD | +8.8% | -47.5% | +56.4% | +30.4% |
| 1Y | -2.5% | -52.3% | +49.8% | +20.5% |
| 3Y | +95.7% | -45.2% | +140.8% | +120.2% |
| 5Y | +135.7% | -76.9% | +212.6% | +247.6% |
| 10Y | +750.6% | -25.1% | +775.7% | +614.3% |
| All | +2,752.6% | +145.2% | +2,607.4% | +1,013.8% |
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