-76.6%
APTV vs TXT
+15.8%
-92.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -2.0% |
| 7D | -4.3% | -1.1% | -3.2% | -3.6% |
| 30D | -9.7% | +17.1% | -26.7% | -19.7% |
| 3M | -20.6% | -2.6% | -17.9% | -19.7% |
| 6M | -31.7% | -4.6% | -27.1% | -30.8% |
| YTD | -48.0% | -0.3% | -47.7% | -49.8% |
| 1Y | -52.1% | +5.9% | -58.0% | -56.0% |
| 3Y | -47.9% | +14.4% | -62.3% | -57.0% |
| All | -76.6% | +15.8% | -92.3% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling