+890.1%
TTMI vs APTV
-55.4%
+945.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | +0.7% | -5.0% | +5.7% | +2.4% |
| 30D | -8.4% | -6.1% | -2.4% | -6.5% |
| 3M | -32.5% | -33.0% | +0.5% | -22.6% |
| 6M | +32.5% | -35.2% | +67.7% | +52.9% |
| YTD | +83.2% | -40.1% | +123.4% | +115.6% |
| 1Y | +161.7% | -45.6% | +207.3% | +221.0% |
| 3Y | +890.1% | -54.4% | +944.5% | +1,105.2% |
| All | +890.1% | -55.4% | +945.5% | +1,105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling