-25.1%
APTV vs TYL
+174.6%
-199.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -9.8% | +3.5% | -13.3% | -11.0% |
| 30D | -8.9% | +26.9% | -35.8% | -17.6% |
| 3M | -19.5% | +33.8% | -53.3% | -29.2% |
| 6M | -31.1% | +28.8% | -60.0% | -39.6% |
| YTD | -47.5% | -7.9% | -39.7% | -47.3% |
| 1Y | -52.3% | -9.8% | -42.5% | -51.7% |
| 3Y | -45.2% | +1.2% | -46.4% | -49.4% |
| 5Y | -76.9% | -22.8% | -54.0% | -76.3% |
| 10Y | -25.1% | +168.8% | -193.9% | -54.0% |
| All | -25.1% | +174.6% | -199.6% | -54.0% |
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