+4,745.6%
ADSK vs TYL
+12,593.6%
-7,848.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.0% | -4.2% | -7.6% |
| 7D | -16.4% | -3.7% | -12.7% | -15.8% |
| 30D | -9.2% | +18.7% | -28.0% | -11.8% |
| 3M | -6.7% | +18.1% | -24.9% | -9.2% |
| 6M | -15.5% | -1.1% | -14.4% | -15.2% |
| YTD | -26.4% | -19.8% | -6.6% | -23.7% |
| 1Y | -31.9% | -34.3% | +2.4% | -27.1% |
| 3Y | -1.0% | -8.2% | +7.3% | +0.2% |
| 5Y | -24.5% | -25.4% | +0.9% | -20.6% |
| 10Y | +220.4% | +115.6% | +104.8% | +194.8% |
| All | +4,745.6% | +12,593.6% | -7,848.1% | +2,814.7% |
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