+137.5%
APTV vs TXT
+372.7%
-235.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.4% |
| 7D | -5.0% | -1.1% | -3.9% | -4.4% |
| 30D | -12.3% | +13.3% | -25.6% | -18.7% |
| 3M | -19.9% | -5.1% | -14.8% | -18.2% |
| 6M | -29.4% | -7.1% | -22.2% | -27.6% |
| YTD | -49.0% | -3.2% | -45.8% | -49.3% |
| 1Y | -53.1% | +2.3% | -55.4% | -54.9% |
| 3Y | -48.9% | +11.1% | -60.0% | -53.6% |
| 5Y | -77.2% | +10.0% | -87.3% | -79.2% |
| 10Y | -26.8% | +91.1% | -117.8% | -52.8% |
| All | +137.5% | +372.7% | -235.2% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling