+570.0%
NBIS vs TYL
-28.3%
+598.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.0% |
| 7D | -11.6% | +4.3% | -15.9% | -10.1% |
| 30D | -39.4% | +28.0% | -67.3% | -34.2% |
| 3M | -27.2% | +32.3% | -59.6% | -20.2% |
| 6M | -24.3% | +29.9% | -54.2% | -15.6% |
| YTD | +60.1% | -7.1% | +67.2% | +92.2% |
| 1Y | +21.9% | -9.2% | +31.1% | +47.0% |
| All | +570.0% | -28.3% | +598.3% | +794.4% |
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