+209.1%
ADSK vs TYL
+102.8%
+106.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -1.6% |
| 7D | -14.5% | -8.6% | -5.9% | -8.9% |
| 30D | -19.3% | +7.5% | -26.9% | -23.3% |
| 3M | -7.8% | +10.9% | -18.7% | -14.4% |
| 6M | -20.8% | -6.7% | -14.0% | -17.4% |
| YTD | -30.2% | -24.5% | -5.7% | -16.9% |
| 1Y | -36.5% | -38.6% | +2.2% | -13.0% |
| 3Y | -5.7% | -12.6% | +6.9% | -4.8% |
| 5Y | -28.2% | -28.2% | +0.1% | -17.2% |
| 10Y | +209.1% | +104.0% | +105.1% | +73.0% |
| All | +209.1% | +102.8% | +106.4% | +73.0% |
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 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