-68.2%
APTV vs TMF
-87.5%
+19.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +4.8% | -1.4% | +6.2% | +4.9% |
| 30D | +2.0% | -2.8% | +4.8% | +2.1% |
| 3M | -34.2% | -10.9% | -23.3% | -34.0% |
| 6M | -34.7% | -21.3% | -13.3% | -34.1% |
| YTD | -37.0% | -15.9% | -21.1% | -36.6% |
| 1Y | -40.4% | -15.7% | -24.7% | -40.1% |
| 3Y | -54.1% | -43.4% | -10.8% | -53.8% |
| All | -68.2% | -87.5% | +19.3% | -73.1% |
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