+844.5%
APH vs TYL
+174.9%
+669.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.7% | -11.0% | -9.8% |
| 7D | -12.7% | +15.1% | -27.8% | -16.4% |
| 30D | -19.2% | +30.1% | -49.2% | -25.6% |
| 3M | -16.7% | +40.4% | -57.1% | -25.8% |
| 6M | +5.1% | +31.3% | -26.1% | -5.8% |
| YTD | +6.6% | -5.2% | +11.8% | +5.9% |
| 1Y | +3.9% | -6.6% | +10.5% | +3.7% |
| 3Y | +246.0% | +3.4% | +242.6% | +220.9% |
| 5Y | +268.0% | -19.3% | +287.3% | +268.3% |
| All | +844.5% | +174.9% | +669.6% | +503.1% |
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