-18.2%
APTV vs TXT
+103.1%
-121.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +3.2% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -7.9% | -10.2% | +2.3% | -1.6% |
| 3M | -29.9% | -13.3% | -16.7% | -24.3% |
| 6M | -36.6% | -14.4% | -22.2% | -31.1% |
| YTD | -40.0% | -9.1% | -30.8% | -37.6% |
| 1Y | -44.0% | -2.2% | -41.9% | -44.6% |
| 3Y | -54.5% | +5.1% | -59.6% | -57.8% |
| 5Y | -68.8% | +12.8% | -81.6% | -72.1% |
| All | -18.2% | +103.1% | -121.2% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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