-54.4%
APTV vs TXG
+43.8%
-98.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.7% | -1.0% |
| 7D | -5.0% | +9.5% | -14.5% | -6.8% |
| 30D | -6.1% | +18.8% | -24.8% | -9.6% |
| 3M | -33.0% | +136.1% | -169.1% | -44.8% |
| 6M | -35.2% | +235.2% | -270.5% | -51.0% |
| YTD | -40.1% | +320.5% | -360.7% | -57.3% |
| 1Y | -45.6% | +425.2% | -470.8% | -63.8% |
| 3Y | -54.4% | +42.9% | -97.3% | -55.9% |
| All | -54.4% | +43.8% | -98.1% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling