+1,249.0%
AAPL vs TYL
+168.7%
+1,080.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.4% |
| 7D | -0.7% | +6.7% | -7.3% | -3.4% |
| 30D | +1.7% | +26.5% | -24.9% | -8.4% |
| 3M | +9.7% | +37.3% | -27.6% | -5.2% |
| 6M | +19.3% | +31.2% | -11.9% | +3.9% |
| YTD | +26.3% | -7.4% | +33.6% | +26.8% |
| 1Y | +27.4% | -9.6% | +36.9% | +29.1% |
| 3Y | +93.6% | +1.9% | +91.7% | +79.6% |
| 5Y | +131.7% | -21.1% | +152.8% | +136.9% |
| All | +1,249.0% | +168.7% | +1,080.4% | +705.4% |
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