+70.1%
TXN vs APTV
-55.3%
+125.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.7% | -1.9% |
| 7D | +2.0% | -1.8% | +3.8% | +2.4% |
| 30D | -8.0% | -7.9% | -0.1% | -5.7% |
| 3M | -7.8% | -29.9% | +22.2% | +2.4% |
| 6M | +32.4% | -36.6% | +69.0% | +50.9% |
| YTD | +51.7% | -40.0% | +91.6% | +74.9% |
| 1Y | +44.3% | -44.0% | +88.3% | +70.5% |
| All | +70.1% | -55.3% | +125.3% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling