-36.5%
ADSK vs TYL
-39.5%
+3.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -1.8% |
| 7D | -14.5% | -8.6% | -5.9% | -10.0% |
| 30D | -19.3% | +7.5% | -26.9% | -22.4% |
| 3M | -7.8% | +10.9% | -18.7% | -12.9% |
| 6M | -20.8% | -6.7% | -14.0% | -19.6% |
| YTD | -30.2% | -24.5% | -5.7% | -24.6% |
| 1Y | -36.5% | -38.6% | +2.2% | -27.0% |
| All | -36.5% | -39.5% | +3.0% | -27.0% |
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