+453.5%
APH vs TYL
+116.1%
+337.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.2% | -45.6% | -47.1% |
| 7D | -48.7% | -1.6% | -47.1% | -48.1% |
| 30D | -51.9% | +18.7% | -70.7% | -54.3% |
| 3M | -43.6% | +18.1% | -61.7% | -47.0% |
| 6M | -37.5% | -1.1% | -36.4% | -38.0% |
| YTD | -38.6% | -19.8% | -18.8% | -34.9% |
| 1Y | -26.3% | -34.3% | +8.0% | -15.8% |
| 3Y | +89.2% | -8.2% | +97.4% | +82.8% |
| 5Y | +119.8% | -25.4% | +145.2% | +125.5% |
| All | +453.5% | +116.1% | +337.4% | +283.6% |
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