-17.1%
AVTR vs TYL
+5.0%
-22.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.8% |
| 7D | -9.2% | +15.1% | -24.3% | -13.3% |
| 30D | -1.9% | +30.1% | -31.9% | -10.1% |
| 3M | +13.3% | +40.4% | -27.1% | +0.6% |
| 6M | +88.1% | +31.3% | +56.8% | +69.6% |
| YTD | +32.1% | -5.2% | +37.3% | +35.5% |
| 1Y | +30.7% | -6.6% | +37.3% | +34.8% |
| All | -17.1% | +5.0% | -22.1% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling