-52.4%
APTV vs TMF
-41.6%
-10.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +4.8% | -1.4% | +6.2% | +5.0% |
| 30D | +2.0% | -2.8% | +4.8% | +2.3% |
| 3M | -34.2% | -10.9% | -23.3% | -33.4% |
| 6M | -34.7% | -21.3% | -13.3% | -33.0% |
| YTD | -37.0% | -15.9% | -21.1% | -35.8% |
| 1Y | -40.4% | -15.7% | -24.7% | -39.4% |
| All | -52.4% | -41.6% | -10.8% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling