+69.8%
APA vs TYL
-21.3%
+91.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.2% |
| 7D | -15.5% | +6.7% | -22.2% | -16.9% |
| 30D | +2.4% | +26.5% | -24.2% | -3.6% |
| 3M | +22.8% | +37.3% | -14.5% | +13.2% |
| 6M | +17.9% | +31.2% | -13.2% | +9.1% |
| YTD | +87.7% | -7.4% | +95.0% | +88.9% |
| 1Y | +94.2% | -9.6% | +103.7% | +96.7% |
| 3Y | +27.2% | +1.9% | +25.3% | +21.6% |
| All | +69.8% | -21.3% | +91.1% | +76.3% |
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