+1,168.5%
TXN vs APTV
+180.9%
+987.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.9% |
| 7D | +2.2% | +2.0% | +0.2% | +1.4% |
| 30D | -9.5% | -7.7% | -1.8% | -7.0% |
| 3M | -10.5% | -34.0% | +23.5% | +3.2% |
| 6M | +35.4% | -37.1% | +72.5% | +57.0% |
| YTD | +51.8% | -39.9% | +91.7% | +78.0% |
| 1Y | +42.9% | -44.4% | +87.4% | +72.5% |
| 3Y | +71.3% | -54.5% | +125.8% | +113.8% |
| 5Y | +58.0% | -69.1% | +127.1% | +119.4% |
| 10Y | +393.3% | -20.0% | +413.3% | +328.2% |
| All | +1,168.5% | +180.9% | +987.6% | +452.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling