-29.8%
APTV vs TYL
+168.7%
-198.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.5% |
| 7D | -10.2% | +6.7% | -16.9% | -12.5% |
| 30D | -10.8% | +26.5% | -37.4% | -19.3% |
| 3M | -14.8% | +37.3% | -52.1% | -25.9% |
| 6M | -30.6% | +31.2% | -61.7% | -39.6% |
| YTD | -48.2% | -7.4% | -40.8% | -48.0% |
| 1Y | -52.0% | -9.6% | -42.4% | -51.3% |
| 3Y | -47.0% | +1.9% | -48.9% | -51.3% |
| 5Y | -77.5% | -21.1% | -56.4% | -77.2% |
| All | -29.8% | +168.7% | -198.5% | -57.4% |
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