-20.0%
APTV vs TMF
-86.8%
+66.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | +2.0% | +1.0% | +1.0% | +2.0% |
| 30D | -7.7% | -1.8% | -5.9% | -7.8% |
| 3M | -34.0% | -8.2% | -25.8% | -34.2% |
| 6M | -37.1% | -19.5% | -17.6% | -37.7% |
| YTD | -39.9% | -16.0% | -23.9% | -40.4% |
| 1Y | -44.4% | -22.5% | -21.9% | -45.1% |
| 3Y | -54.5% | -42.3% | -12.2% | -55.6% |
| 5Y | -69.1% | -87.7% | +18.6% | -74.9% |
| 10Y | -20.0% | -86.5% | +66.5% | -20.0% |
| All | -20.0% | -86.8% | +66.8% | -20.0% |
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