-49.6%
APTV vs TXG
+21.5%
-71.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.7% | -9.3% | -5.7% |
| 7D | +2.0% | +9.4% | -7.4% | -0.2% |
| 30D | -7.7% | +26.1% | -33.8% | -13.1% |
| 3M | -34.0% | +124.8% | -158.8% | -46.6% |
| 6M | -37.1% | +215.2% | -252.3% | -53.6% |
| YTD | -39.9% | +302.2% | -342.1% | -58.6% |
| 1Y | -44.4% | +370.9% | -415.4% | -64.0% |
| 3Y | -54.5% | +38.5% | -93.0% | -62.9% |
| 5Y | -69.1% | -64.4% | -4.7% | -70.1% |
| All | -49.6% | +21.5% | -71.1% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling