+4.4%
AVTR vs TYL
+100.0%
-95.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -4.0% |
| 7D | -9.2% | +15.1% | -24.3% | -15.3% |
| 30D | -1.9% | +30.1% | -31.9% | -13.8% |
| 3M | +13.3% | +40.4% | -27.1% | -4.7% |
| 6M | +88.1% | +31.3% | +56.8% | +60.9% |
| YTD | +32.1% | -5.2% | +37.3% | +32.0% |
| 1Y | +30.7% | -6.6% | +37.3% | +31.5% |
| 3Y | -17.6% | +3.4% | -21.0% | -23.3% |
| 5Y | -60.3% | -19.3% | -41.1% | -58.4% |
| All | +4.4% | +100.0% | -95.6% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling