+27.9%
APD vs TYL
-25.2%
+53.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.1% |
| 7D | -2.2% | -3.7% | +1.5% | -1.5% |
| 30D | +2.1% | +18.7% | -16.6% | -1.7% |
| 3M | +7.2% | +18.1% | -11.0% | +3.0% |
| 6M | +11.2% | -1.1% | +12.4% | +10.8% |
| YTD | +24.4% | -19.8% | +44.2% | +30.5% |
| 1Y | +6.7% | -34.3% | +41.0% | +18.4% |
| 3Y | +9.2% | -8.2% | +17.5% | +8.5% |
| All | +27.9% | -25.2% | +53.1% | +28.5% |
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