+193.5%
APTV vs TXT
+343.2%
-149.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.3% |
| 7D | +4.8% | -4.8% | +9.6% | +7.8% |
| 30D | +2.0% | -10.6% | +12.6% | +8.7% |
| 3M | -34.2% | -13.2% | -21.1% | -29.4% |
| 6M | -34.7% | -20.3% | -14.3% | -26.5% |
| YTD | -37.0% | -9.3% | -27.7% | -34.5% |
| 1Y | -40.4% | -2.7% | -37.7% | -40.6% |
| 3Y | -54.1% | +1.4% | -55.5% | -55.9% |
| 5Y | -68.0% | +9.6% | -77.6% | -70.4% |
| 10Y | -15.5% | +94.9% | -110.4% | -45.2% |
| All | +193.5% | +343.2% | -149.7% | +40.4% |
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