+1,054.4%
TTMI vs APTV
+194.6%
+859.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.8% | +7.7% |
| 7D | +5.9% | +4.8% | +1.0% | +4.0% |
| 30D | -4.3% | +2.0% | -6.3% | -5.3% |
| 3M | -32.0% | -34.2% | +2.2% | -21.2% |
| 6M | +19.5% | -34.7% | +54.1% | +37.7% |
| YTD | +82.0% | -37.0% | +119.0% | +111.0% |
| 1Y | +172.6% | -40.4% | +213.0% | +223.4% |
| 3Y | +744.7% | -54.1% | +798.8% | +971.7% |
| 5Y | +805.6% | -68.0% | +873.6% | +1,162.6% |
| 10Y | +1,057.6% | -15.5% | +1,073.1% | +884.1% |
| All | +1,054.4% | +194.6% | +859.8% | +316.0% |
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