+154.8%
APA vs TYL
-25.2%
+180.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.2% |
| 7D | +0.5% | -3.7% | +4.2% | +1.5% |
| 30D | +23.4% | +18.7% | +4.7% | +18.2% |
| 3M | +12.7% | +18.1% | -5.4% | +7.3% |
| 6M | +39.4% | -1.1% | +40.5% | +38.9% |
| YTD | +79.0% | -19.8% | +98.8% | +87.7% |
| 1Y | +88.8% | -34.3% | +123.1% | +109.8% |
| 3Y | +6.4% | -8.2% | +14.6% | +4.0% |
| All | +154.8% | -25.2% | +180.0% | +151.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling