+185.0%
APD vs TYL
+169.5%
+15.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.1% |
| 7D | -0.2% | +4.3% | -4.5% | -1.4% |
| 30D | +11.0% | +28.0% | -16.9% | +3.6% |
| 3M | +2.0% | +32.3% | -30.4% | -6.1% |
| 6M | +7.1% | +29.9% | -22.9% | -1.7% |
| YTD | +29.8% | -7.1% | +36.9% | +30.4% |
| 1Y | +24.0% | -9.2% | +33.3% | +25.6% |
| 3Y | +27.2% | +0.7% | +26.5% | +22.1% |
| 5Y | +12.8% | -21.1% | +33.8% | +14.9% |
| 10Y | +185.0% | +180.8% | +4.2% | +92.9% |
| All | +185.0% | +169.5% | +15.5% | +92.9% |
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