-77.2%
APTV vs TMF
-88.0%
+10.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -10.2% | +1.2% | -11.4% | -10.3% |
| 30D | -10.8% | +19.7% | -30.5% | -11.6% |
| 3M | -14.8% | -2.1% | -12.7% | -14.8% |
| 6M | -30.6% | -13.4% | -17.1% | -30.2% |
| YTD | -48.2% | -16.7% | -31.4% | -47.8% |
| 1Y | -52.0% | -23.3% | -28.6% | -51.5% |
| 3Y | -47.0% | -24.8% | -22.2% | -46.4% |
| All | -77.2% | -88.0% | +10.8% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling