+90.9%
APA vs TYL
-23.0%
+113.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +8.5% | +0.8% | +7.7% | +8.3% |
| 30D | +2.8% | +21.1% | -18.3% | -2.1% |
| 3M | +21.7% | +28.9% | -7.2% | +14.0% |
| 6M | +32.6% | +42.0% | -9.4% | +20.5% |
| YTD | +103.7% | -6.6% | +110.3% | +104.7% |
| 1Y | +101.8% | -9.1% | +110.9% | +104.2% |
| 3Y | +48.1% | +1.8% | +46.2% | +41.8% |
| All | +90.9% | -23.0% | +113.9% | +98.0% |
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