+316.8%
APP vs TYL
-5.4%
+322.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.7% | +6.0% | +6.7% |
| 7D | +4.5% | +17.3% | -12.7% | -9.4% |
| 30D | -3.6% | +28.9% | -32.5% | -23.6% |
| 3M | -35.3% | +35.1% | -70.3% | -51.6% |
| 6M | -42.8% | +29.3% | -72.1% | -57.0% |
| YTD | -59.7% | -6.8% | -52.9% | -58.9% |
| 1Y | -55.4% | -9.9% | -45.5% | -53.4% |
| 3Y | +592.0% | +1.7% | +590.3% | +495.5% |
| 5Y | +175.7% | -21.6% | +197.3% | +218.9% |
| All | +316.8% | -5.4% | +322.2% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling