+5,780.1%
ADSK vs TYL
+14,686.9%
-8,906.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.0% | +0.8% | +0.2% | +0.9% |
| 30D | +14.4% | +21.1% | -6.7% | +10.7% |
| 3M | +2.5% | +28.9% | -26.4% | -1.8% |
| 6M | +14.5% | +42.0% | -27.6% | +8.1% |
| YTD | -10.7% | -6.6% | -4.1% | -9.7% |
| 1Y | -11.0% | -9.1% | -1.9% | -9.7% |
| 3Y | +25.9% | +1.8% | +24.0% | +25.2% |
| 5Y | -19.7% | -22.9% | +3.2% | -16.3% |
| 10Y | +258.2% | +182.3% | +75.9% | +216.9% |
| All | +5,780.1% | +14,686.9% | -8,906.8% | +3,347.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling