+244.7%
APLD vs TYL
+1.8%
+243.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.1% | +7.7% |
| 7D | +3.1% | +3.5% | -0.4% | +1.7% |
| 30D | -29.4% | +26.9% | -56.3% | -35.3% |
| 3M | -42.8% | +33.8% | -76.6% | -49.5% |
| 6M | -59.5% | +28.8% | -88.3% | -64.8% |
| YTD | -31.8% | -7.9% | -23.9% | -29.1% |
| 1Y | -46.0% | -9.8% | -36.3% | -43.2% |
| 3Y | +252.0% | +1.2% | +250.8% | +196.9% |
| All | +244.7% | +1.8% | +243.0% | +136.3% |
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