-31.9%
ADSK vs TYL
-34.2%
+2.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.0% | -4.2% | -6.0% |
| 7D | -16.4% | -3.7% | -12.7% | -14.5% |
| 30D | -9.2% | +18.7% | -28.0% | -17.3% |
| 3M | -6.7% | +18.1% | -24.9% | -15.0% |
| 6M | -15.5% | -1.1% | -14.4% | -17.1% |
| YTD | -26.4% | -19.8% | -6.6% | -23.0% |
| 1Y | -31.9% | -34.3% | +2.4% | -24.0% |
| All | -31.9% | -34.2% | +2.3% | -24.0% |
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 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