-44.4%
APTV vs TMF
-21.2%
-23.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | +2.0% | +1.0% | +1.0% | +1.8% |
| 30D | -7.7% | -1.8% | -5.9% | -7.3% |
| 3M | -34.0% | -8.2% | -25.8% | -32.8% |
| 6M | -37.1% | -19.5% | -17.6% | -35.0% |
| YTD | -39.9% | -16.0% | -23.9% | -38.1% |
| 1Y | -44.4% | -22.5% | -21.9% | -41.8% |
| All | -44.4% | -21.2% | -23.3% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling