+5,684.2%
ADSK vs TYL
+14,603.2%
-8,919.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | +3.1% | +4.3% | -1.2% | +2.4% |
| 30D | +10.5% | +28.0% | -17.4% | +6.0% |
| 3M | +1.6% | +32.3% | -30.8% | -3.1% |
| 6M | +6.4% | +29.9% | -23.5% | +2.0% |
| YTD | -12.1% | -7.1% | -5.0% | -11.1% |
| 1Y | -12.9% | -9.2% | -3.7% | -11.6% |
| 3Y | +23.5% | +0.7% | +22.8% | +23.1% |
| 5Y | -18.9% | -21.1% | +2.2% | -15.6% |
| 10Y | +253.9% | +180.8% | +73.1% | +213.4% |
| All | +5,684.2% | +14,603.2% | -8,919.0% | +3,294.4% |
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