+47.8%
APH vs TYL
-34.2%
+82.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | 0.0% |
| 7D | +5.0% | -3.7% | +8.6% | +4.1% |
| 30D | -3.9% | +18.7% | -22.6% | +0.1% |
| 3M | +13.0% | +18.1% | -5.2% | +18.2% |
| 6M | +25.2% | -1.1% | +26.3% | +28.2% |
| YTD | +22.9% | -19.8% | +42.7% | +18.1% |
| 1Y | +47.8% | -34.3% | +82.2% | +32.8% |
| All | +47.8% | -34.2% | +82.0% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling