-20.0%
ADSK vs TYL
-21.6%
+1.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.8% |
| 7D | +3.1% | +4.3% | -1.2% | +0.2% |
| 30D | +10.5% | +28.0% | -17.4% | -6.7% |
| 3M | +1.6% | +32.3% | -30.8% | -16.2% |
| 6M | +6.4% | +29.9% | -23.5% | -11.4% |
| YTD | -12.1% | -7.1% | -5.0% | -9.5% |
| 1Y | -12.9% | -9.2% | -3.7% | -9.1% |
| 3Y | +23.5% | +0.7% | +22.8% | +12.6% |
| All | -20.0% | -21.6% | +1.6% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling