+23.9%
APA vs TYL
+5.0%
+19.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | -15.6% | +15.1% | -30.7% | -17.5% |
| 30D | -0.9% | +30.1% | -31.0% | -5.3% |
| 3M | +26.1% | +40.4% | -14.3% | +19.0% |
| 6M | +6.1% | +31.3% | -25.2% | +0.9% |
| YTD | +82.8% | -5.2% | +88.0% | +83.6% |
| 1Y | +106.5% | -6.6% | +113.1% | +108.0% |
| All | +23.9% | +5.0% | +19.0% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling