+9.7%
AVTR vs TYL
+94.3%
-84.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | +1.9% | +3.5% | -1.6% | +0.1% |
| 30D | +1.5% | +26.9% | -25.4% | -9.8% |
| 3M | +17.1% | +33.8% | -16.8% | +0.6% |
| 6M | +91.5% | +28.8% | +62.6% | +65.3% |
| YTD | +38.8% | -7.9% | +46.7% | +40.5% |
| 1Y | +37.7% | -9.8% | +47.5% | +40.8% |
| 3Y | -13.5% | +1.2% | -14.7% | -18.8% |
| 5Y | -59.3% | -22.8% | -36.5% | -56.3% |
| All | +9.7% | +94.3% | -84.6% | -28.8% |
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