-25.3%
APTV vs TYL
+182.7%
-208.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -4.3% | +4.3% | -8.6% | -5.9% |
| 30D | -9.7% | +28.0% | -37.6% | -18.6% |
| 3M | -20.6% | +32.3% | -52.9% | -29.9% |
| 6M | -31.7% | +29.9% | -61.6% | -40.4% |
| YTD | -48.0% | -7.1% | -40.9% | -47.9% |
| 1Y | -52.1% | -9.2% | -42.9% | -51.5% |
| 3Y | -47.9% | +0.7% | -48.6% | -51.8% |
| 5Y | -76.9% | -21.1% | -55.9% | -76.6% |
| All | -25.3% | +182.7% | -208.0% | -54.9% |
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