-64.4%
AVTR vs TYL
-25.2%
-39.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +0.2% |
| 7D | +2.7% | -3.7% | +6.4% | +4.3% |
| 30D | +12.1% | +18.7% | -6.7% | +4.0% |
| 3M | +57.2% | +18.1% | +39.1% | +45.0% |
| 6M | +73.1% | -1.1% | +74.2% | +71.5% |
| YTD | +30.6% | -19.8% | +50.4% | +41.7% |
| 1Y | +13.5% | -34.3% | +47.8% | +35.7% |
| 3Y | -31.0% | -8.2% | -22.8% | -31.3% |
| All | -64.4% | -25.2% | -39.2% | -61.1% |
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