-0.1%
APA vs TYL
+169.5%
-169.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.1% |
| 7D | -5.5% | +4.3% | -9.9% | -6.7% |
| 30D | -1.2% | +28.0% | -29.1% | -7.7% |
| 3M | +10.6% | +32.3% | -21.8% | +2.1% |
| 6M | +28.4% | +29.9% | -1.5% | +18.4% |
| YTD | +89.7% | -7.1% | +96.9% | +90.0% |
| 1Y | +90.6% | -9.2% | +99.8% | +91.9% |
| 3Y | +36.9% | +0.7% | +36.2% | +31.3% |
| 5Y | +83.2% | -21.1% | +104.3% | +83.2% |
| 10Y | -0.1% | +180.8% | -180.9% | -26.2% |
| All | -0.1% | +169.5% | -169.6% | -26.2% |
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