-54.5%
APTV vs TXT
+5.7%
-60.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -5.0% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | -7.7% | -11.1% | +3.3% | -1.6% |
| 3M | -34.0% | -13.0% | -21.0% | -29.4% |
| 6M | -37.1% | -16.2% | -20.9% | -31.3% |
| YTD | -39.9% | -8.7% | -31.2% | -38.3% |
| 1Y | -44.4% | -3.8% | -40.7% | -45.0% |
| 3Y | -54.5% | +5.5% | -60.0% | -58.8% |
| All | -54.5% | +5.7% | -60.2% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling