+391.7%
APP vs TYL
-18.7%
+410.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +5.8% |
| 7D | +0.9% | -3.7% | +4.6% | +4.0% |
| 30D | -23.3% | +18.7% | -42.0% | -34.9% |
| 3M | -42.6% | +18.1% | -60.8% | -52.4% |
| 6M | -33.6% | -1.1% | -32.5% | -35.7% |
| YTD | -52.4% | -19.8% | -32.6% | -43.9% |
| 1Y | -35.9% | -34.3% | -1.6% | -9.0% |
| 3Y | +642.2% | -8.2% | +650.4% | +590.9% |
| 5Y | +311.1% | -25.4% | +336.5% | +397.8% |
| All | +391.7% | -18.7% | +410.3% | +386.7% |
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 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