-40.4%
APTV vs TXG
+372.5%
-412.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.2% |
| 7D | +4.8% | +1.8% | +3.0% | +4.5% |
| 30D | +2.0% | +32.0% | -30.0% | -2.5% |
| 3M | -34.2% | +87.0% | -121.3% | -40.5% |
| 6M | -34.7% | +180.1% | -214.7% | -44.5% |
| YTD | -37.0% | +284.1% | -321.1% | -48.8% |
| 1Y | -40.4% | +361.7% | -402.1% | -52.9% |
| All | -40.4% | +372.5% | -412.9% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling