-10.2%
ADSK vs TYL
-10.1%
-0.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.7% | +2.4% | +4.2% |
| 7D | +11.4% | +17.3% | -5.8% | +1.2% |
| 30D | +21.9% | +28.9% | -7.0% | +4.4% |
| 3M | +13.9% | +35.1% | -21.2% | -4.9% |
| 6M | +9.1% | +29.3% | -20.2% | -7.1% |
| YTD | -8.8% | -6.8% | -2.0% | -12.3% |
| 1Y | -10.2% | -9.9% | -0.3% | -13.1% |
| All | -10.2% | -10.1% | -0.2% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling