+869.4%
APA vs TYL
+14,906.9%
-14,037.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.4% |
| 7D | -15.6% | +15.1% | -30.7% | -16.8% |
| 30D | -0.9% | +30.1% | -31.0% | -3.6% |
| 3M | +26.1% | +40.4% | -14.3% | +21.7% |
| 6M | +6.1% | +31.3% | -25.2% | +2.8% |
| YTD | +82.8% | -5.2% | +88.0% | +82.3% |
| 1Y | +106.5% | -6.6% | +113.1% | +106.1% |
| 3Y | +21.9% | +3.4% | +18.5% | +20.0% |
| 5Y | +69.7% | -19.3% | +88.9% | +69.9% |
| 10Y | 0.0% | +178.1% | -178.1% | -10.6% |
| All | +869.4% | +14,906.9% | -14,037.5% | +568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling