+193.5%
APTV vs TMF
-77.0%
+270.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.1% |
| 7D | +4.8% | -1.4% | +6.2% | +4.7% |
| 30D | +2.0% | -2.8% | +4.8% | +1.7% |
| 3M | -34.2% | -10.9% | -23.3% | -34.9% |
| 6M | -34.7% | -21.3% | -13.3% | -36.2% |
| YTD | -37.0% | -15.9% | -21.1% | -38.0% |
| 1Y | -40.4% | -15.7% | -24.7% | -41.3% |
| 3Y | -54.1% | -43.4% | -10.8% | -56.2% |
| 5Y | -68.0% | -87.8% | +19.7% | -75.7% |
| 10Y | -15.5% | -86.7% | +71.2% | -28.8% |
| All | +193.5% | -77.0% | +270.4% | +198.4% |
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