+500.0%
APP vs TYL
-6.0%
+506.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.3% | +12.1% | +11.8% |
| 7D | +71.2% | +6.7% | +64.6% | +62.6% |
| 30D | +39.1% | +26.5% | +12.5% | +12.2% |
| 3M | +16.5% | +37.3% | -20.7% | -14.1% |
| 6M | -16.6% | +31.2% | -47.7% | -38.1% |
| YTD | -41.9% | -7.4% | -34.6% | -40.5% |
| 1Y | -37.0% | -9.6% | -27.5% | -34.6% |
| 3Y | +892.4% | +1.9% | +890.5% | +750.9% |
| 5Y | +297.3% | -21.1% | +318.4% | +357.7% |
| All | +500.0% | -6.0% | +506.1% | +416.2% |
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