+193.5%
APTV vs TYL
+1,054.9%
-861.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +4.6% |
| 7D | +4.8% | -3.7% | +8.5% | +6.3% |
| 30D | +2.0% | +18.7% | -16.7% | -5.1% |
| 3M | -34.2% | +18.1% | -52.4% | -39.4% |
| 6M | -34.7% | -1.1% | -33.5% | -35.8% |
| YTD | -37.0% | -19.8% | -17.2% | -33.2% |
| 1Y | -40.4% | -34.3% | -6.1% | -31.3% |
| 3Y | -54.1% | -8.2% | -45.9% | -55.9% |
| 5Y | -68.0% | -25.4% | -42.6% | -67.0% |
| 10Y | -15.5% | +115.6% | -131.1% | -43.7% |
| All | +193.5% | +1,054.9% | -861.4% | -2.4% |
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 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