-20.0%
APTV vs TYL
+106.7%
-126.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.2% | -2.8% |
| 7D | +2.0% | -7.6% | +9.6% | +5.3% |
| 30D | -7.7% | +11.3% | -19.0% | -12.1% |
| 3M | -34.0% | +14.5% | -48.5% | -38.6% |
| 6M | -37.1% | -7.1% | -30.0% | -36.5% |
| YTD | -39.9% | -23.4% | -16.5% | -34.5% |
| 1Y | -44.4% | -38.6% | -5.9% | -32.8% |
| 3Y | -54.5% | -11.3% | -43.2% | -56.1% |
| 5Y | -69.1% | -28.0% | -41.2% | -67.7% |
| 10Y | -20.0% | +104.9% | -124.9% | -44.5% |
| All | -20.0% | +106.7% | -126.7% | -44.5% |
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