-59.4%
AVTR vs TYL
-23.1%
-36.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +3.2% | -1.6% | +4.7% | +3.8% |
| 30D | +0.5% | +22.1% | -21.7% | -7.7% |
| 3M | +12.1% | +33.4% | -21.2% | -1.2% |
| 6M | +91.2% | +36.8% | +54.4% | +64.6% |
| YTD | +36.3% | -6.7% | +43.0% | +38.0% |
| 1Y | +35.2% | -9.2% | +44.5% | +38.6% |
| 3Y | -15.8% | +1.2% | -17.0% | -19.3% |
| All | -59.4% | -23.1% | -36.3% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling