+1,059.7%
APH vs TYL
+116.1%
+943.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +2.1% |
| 7D | +5.0% | -3.7% | +8.6% | +6.1% |
| 30D | -3.9% | +18.7% | -22.6% | -9.3% |
| 3M | +13.0% | +18.1% | -5.2% | +5.4% |
| 6M | +25.2% | -1.1% | +26.3% | +23.4% |
| YTD | +22.9% | -19.8% | +42.7% | +29.4% |
| 1Y | +47.8% | -34.3% | +82.2% | +67.8% |
| 3Y | +283.0% | -8.2% | +291.2% | +267.4% |
| 5Y | +349.7% | -25.4% | +375.1% | +358.0% |
| All | +1,059.7% | +116.1% | +943.6% | +698.0% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling