-18.2%
APTV vs TSN
-5.9%
-12.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.0% |
| 7D | -1.8% | +1.4% | -3.2% | -2.4% |
| 30D | -7.9% | -6.2% | -1.8% | -5.6% |
| 3M | -29.9% | -5.7% | -24.3% | -28.5% |
| 6M | -36.6% | -11.4% | -25.2% | -34.1% |
| YTD | -40.0% | -8.2% | -31.8% | -38.9% |
| 1Y | -44.0% | -2.0% | -42.0% | -44.9% |
| 3Y | -54.5% | +11.9% | -66.4% | -59.0% |
| 5Y | -68.8% | -17.8% | -51.0% | -67.9% |
| All | -18.2% | -5.9% | -12.3% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling