-26.4%
APP vs TYL
-8.8%
-17.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +4.6% | +0.8% | +3.7% | +4.2% |
| 30D | +56.0% | +21.1% | +34.9% | +44.5% |
| 3M | +30.8% | +28.9% | +1.9% | +17.3% |
| 6M | -9.8% | +42.0% | -51.8% | -24.5% |
| YTD | -39.3% | -6.6% | -32.7% | -47.5% |
| 1Y | -26.4% | -9.1% | -17.4% | -37.8% |
| All | -26.4% | -8.8% | -17.6% | -37.8% |
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