+883.4%
APH vs TYL
+168.7%
+714.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.4% | +4.7% |
| 7D | -5.9% | +6.7% | -12.6% | -7.8% |
| 30D | -14.8% | +26.5% | -41.3% | -21.0% |
| 3M | -12.4% | +37.3% | -49.7% | -21.5% |
| 6M | +8.1% | +31.2% | -23.1% | -3.3% |
| YTD | +10.9% | -7.4% | +18.3% | +11.0% |
| 1Y | +8.8% | -9.6% | +18.3% | +9.6% |
| 3Y | +262.1% | +1.9% | +260.2% | +236.5% |
| 5Y | +283.1% | -21.1% | +304.2% | +285.7% |
| All | +883.4% | +168.7% | +714.7% | +531.7% |
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