+182.3%
APD vs TYL
+168.7%
+13.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.9% |
| 7D | -3.7% | +6.7% | -10.3% | -5.4% |
| 30D | +9.6% | +26.5% | -16.9% | +2.6% |
| 3M | +1.6% | +37.3% | -35.6% | -7.3% |
| 6M | +2.2% | +31.2% | -29.0% | -6.4% |
| YTD | +25.9% | -7.4% | +33.2% | +26.6% |
| 1Y | +20.1% | -9.6% | +29.7% | +21.8% |
| 3Y | +12.4% | +1.9% | +10.5% | +7.5% |
| 5Y | +11.1% | -21.1% | +32.2% | +13.2% |
| All | +182.3% | +168.7% | +13.6% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling