+0.3%
APA vs TYL
+168.7%
-168.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.2% |
| 7D | -15.5% | +6.7% | -22.2% | -17.1% |
| 30D | +2.4% | +26.5% | -24.2% | -4.1% |
| 3M | +22.8% | +37.3% | -14.5% | +12.4% |
| 6M | +17.9% | +31.2% | -13.2% | +8.3% |
| YTD | +87.7% | -7.4% | +95.0% | +88.0% |
| 1Y | +94.2% | -9.6% | +103.7% | +95.7% |
| 3Y | +27.2% | +1.9% | +25.3% | +21.5% |
| 5Y | +74.1% | -21.1% | +95.3% | +74.2% |
| All | +0.3% | +168.7% | -168.4% | -26.1% |
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