-3.2%
ADSK vs TYL
-10.9%
+7.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.8% | -0.3% |
| 7D | -14.3% | -7.6% | -6.7% | -10.6% |
| 30D | -14.8% | +11.3% | -26.1% | -19.3% |
| 3M | -5.7% | +14.5% | -20.2% | -12.0% |
| 6M | -18.7% | -7.1% | -11.5% | -16.6% |
| YTD | -28.3% | -23.4% | -4.9% | -20.3% |
| 1Y | -35.1% | -38.6% | +3.5% | -20.3% |
| 3Y | -3.2% | -11.3% | +8.1% | +3.1% |
| All | -3.2% | -10.9% | +7.7% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling