+0.1%
APA vs TYL
+115.8%
-115.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.1% |
| 7D | +0.5% | -3.7% | +4.2% | +1.5% |
| 30D | +23.4% | +18.7% | +4.7% | +17.9% |
| 3M | +12.7% | +18.1% | -5.4% | +7.1% |
| 6M | +39.4% | -1.1% | +40.5% | +38.6% |
| YTD | +79.0% | -19.8% | +98.8% | +87.1% |
| 1Y | +88.8% | -34.3% | +123.1% | +108.5% |
| 3Y | +6.4% | -8.2% | +14.6% | +4.5% |
| 5Y | +153.0% | -25.4% | +178.4% | +157.3% |
| All | +0.1% | +115.8% | -115.7% | -18.6% |
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