+446.2%
APP vs TYL
-3.8%
+450.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.7% | +29.3% | +29.6% |
| 7D | +39.7% | +15.1% | +24.6% | +23.7% |
| 30D | +27.7% | +30.1% | -2.3% | +0.9% |
| 3M | -14.8% | +40.4% | -55.1% | -38.2% |
| 6M | -25.5% | +31.3% | -56.8% | -44.5% |
| YTD | -47.2% | -5.2% | -42.0% | -46.8% |
| 1Y | -42.3% | -6.6% | -35.7% | -41.6% |
| 3Y | +806.8% | +3.4% | +803.4% | +671.7% |
| 5Y | +261.6% | -19.3% | +280.9% | +309.4% |
| All | +446.2% | -3.8% | +450.0% | +361.7% |
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