+141.4%
APTV vs TMF
-77.2%
+218.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -10.2% | +1.2% | -11.4% | -10.1% |
| 30D | -10.8% | +19.7% | -30.5% | -9.2% |
| 3M | -14.8% | -2.1% | -12.7% | -15.0% |
| 6M | -30.6% | -13.4% | -17.1% | -31.5% |
| YTD | -48.2% | -16.7% | -31.4% | -49.1% |
| 1Y | -52.0% | -23.3% | -28.6% | -53.2% |
| 3Y | -47.0% | -24.8% | -22.2% | -47.6% |
| 5Y | -77.5% | -88.0% | +10.6% | -83.0% |
| 10Y | -27.0% | -84.7% | +57.8% | -36.4% |
| All | +141.4% | -77.2% | +218.6% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling