-0.9%
APA vs TYL
+174.6%
-175.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -8.7% | +3.5% | -12.3% | -9.7% |
| 30D | -2.4% | +26.9% | -29.3% | -8.6% |
| 3M | +19.0% | +33.8% | -14.9% | +9.6% |
| 6M | +26.8% | +28.8% | -2.0% | +17.1% |
| YTD | +87.3% | -7.9% | +95.2% | +88.0% |
| 1Y | +92.3% | -9.8% | +102.1% | +93.9% |
| 3Y | +37.3% | +1.2% | +36.1% | +31.4% |
| 5Y | +73.2% | -22.8% | +96.0% | +74.3% |
| 10Y | -0.9% | +168.8% | -169.7% | -26.7% |
| All | -0.9% | +174.6% | -175.4% | -26.7% |
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