+1,119.4%
NBIS vs TYL
-40.8%
+1,160.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.5% | +12.2% | +6.7% |
| 7D | +22.2% | -7.6% | +29.8% | +20.2% |
| 30D | +29.7% | +11.3% | +18.4% | +32.8% |
| 3M | +11.9% | +14.5% | -2.6% | +15.1% |
| 6M | +173.0% | -7.1% | +180.2% | +191.1% |
| YTD | +191.4% | -23.4% | +214.7% | +225.5% |
| 1Y | +280.7% | -38.6% | +319.3% | +366.0% |
| All | +1,119.4% | -40.8% | +1,160.2% | +1,414.1% |
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 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