+137.2%
APTV vs TSN
+309.7%
-172.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | -11.6% | +8.5% | -20.1% | -14.3% |
| 3M | -21.2% | +5.3% | -26.5% | -23.0% |
| 6M | -28.5% | -10.5% | -18.0% | -26.1% |
| YTD | -49.1% | +3.0% | -52.0% | -50.4% |
| 1Y | -52.2% | +12.1% | -64.3% | -55.1% |
| 3Y | -48.6% | +43.1% | -91.7% | -56.9% |
| 5Y | -77.3% | -15.1% | -62.2% | -76.8% |
| 10Y | -26.9% | +14.8% | -41.7% | -36.9% |
| All | +137.2% | +309.7% | -172.5% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling