+7.4%
AVTR vs TYL
+95.9%
-88.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.5% |
| 7D | -0.1% | +4.3% | -4.4% | -2.2% |
| 30D | -0.6% | +28.0% | -28.6% | -12.1% |
| 3M | +13.4% | +32.3% | -18.9% | -2.0% |
| 6M | +87.4% | +29.9% | +57.5% | +61.2% |
| YTD | +35.9% | -7.1% | +43.0% | +37.0% |
| 1Y | +35.4% | -9.2% | +44.6% | +38.0% |
| 3Y | -16.1% | +0.7% | -16.8% | -21.0% |
| 5Y | -59.4% | -21.1% | -38.3% | -57.0% |
| All | +7.4% | +95.9% | -88.6% | -30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling