+1,361.6%
AAPL vs TYL
+183.3%
+1,178.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | +3.2% | -1.6% | +4.8% | +3.9% |
| 30D | +4.1% | +22.1% | -18.0% | -4.8% |
| 3M | +17.5% | +33.4% | -15.9% | +2.9% |
| 6M | +20.6% | +36.8% | -16.2% | +3.2% |
| YTD | +31.0% | -6.7% | +37.7% | +31.1% |
| 1Y | +30.2% | -9.2% | +39.4% | +31.8% |
| 3Y | +92.9% | +1.2% | +91.7% | +79.7% |
| 5Y | +142.4% | -23.0% | +165.4% | +151.3% |
| All | +1,361.6% | +183.3% | +1,178.3% | +759.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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