+419.8%
TXN vs APTV
-16.1%
+435.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.0% | -5.0% | +9.0% | +5.8% |
| 30D | -2.9% | -6.1% | +3.2% | -0.9% |
| 3M | -9.1% | -33.0% | +23.9% | +3.6% |
| 6M | +36.6% | -35.2% | +71.9% | +55.8% |
| YTD | +57.5% | -40.1% | +97.6% | +83.7% |
| 1Y | +49.5% | -45.6% | +95.1% | +80.4% |
| 3Y | +76.5% | -54.4% | +130.9% | +117.7% |
| 5Y | +62.4% | -68.9% | +131.3% | +121.1% |
| All | +419.8% | -16.1% | +435.9% | +426.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling