+137.5%
APTV vs TYL
+1,243.9%
-1,106.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.3% |
| 7D | -5.0% | -1.6% | -3.4% | -4.4% |
| 30D | -12.3% | +22.1% | -34.4% | -19.2% |
| 3M | -19.9% | +33.4% | -53.3% | -29.2% |
| 6M | -29.4% | +36.8% | -66.2% | -39.4% |
| YTD | -49.0% | -6.7% | -42.3% | -49.4% |
| 1Y | -53.1% | -9.2% | -43.9% | -52.9% |
| 3Y | -48.9% | +1.2% | -50.1% | -52.5% |
| 5Y | -77.2% | -23.0% | -54.2% | -76.8% |
| 10Y | -26.8% | +182.0% | -208.8% | -56.1% |
| All | +137.5% | +1,243.9% | -1,106.3% | -26.0% |
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 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