+1,276.0%
AAPL vs TYL
+174.6%
+1,101.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.7% |
| 7D | +3.7% | +3.5% | +0.1% | +2.1% |
| 30D | +4.2% | +26.9% | -22.7% | -6.3% |
| 3M | +12.0% | +33.8% | -21.8% | -2.1% |
| 6M | +19.8% | +28.8% | -9.1% | +5.2% |
| YTD | +29.3% | -7.9% | +37.2% | +30.2% |
| 1Y | +31.1% | -9.8% | +40.9% | +33.0% |
| 3Y | +94.9% | +1.2% | +93.7% | +81.3% |
| 5Y | +138.1% | -22.8% | +160.9% | +146.1% |
| 10Y | +1,276.0% | +168.8% | +1,107.2% | +720.0% |
| All | +1,276.0% | +174.6% | +1,101.4% | +720.0% |
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