+99.7%
TXN vs APTV
-46.4%
+146.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -5.0% | -1.2% |
| 7D | +1.0% | -1.9% | +2.9% | +1.3% |
| 30D | +6.1% | -1.4% | +7.6% | +6.3% |
| 3M | +10.4% | -9.3% | +19.7% | +12.4% |
| 6M | +12.6% | -27.3% | +39.9% | +21.1% |
| YTD | +83.5% | -43.1% | +126.6% | +102.3% |
| 1Y | +99.7% | -46.5% | +146.2% | +128.1% |
| All | +99.7% | -46.4% | +146.1% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling