-28.3%
APTV vs TMF
-82.1%
+53.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -1.7% | -9.3% | +7.5% | -2.2% |
| 30D | -11.6% | +1.9% | -13.5% | -11.5% |
| 3M | -21.2% | -11.2% | -10.0% | -21.6% |
| 6M | -28.5% | -17.7% | -10.8% | -29.2% |
| YTD | -49.1% | -24.5% | -24.6% | -49.8% |
| 1Y | -52.2% | -29.4% | -22.8% | -53.0% |
| 3Y | -48.6% | -33.4% | -15.2% | -49.1% |
| 5Y | -77.3% | -88.7% | +11.4% | -82.0% |
| All | -28.3% | -82.1% | +53.8% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling