+547.5%
NBIS vs TYL
-28.5%
+575.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.3% | +9.9% | +6.8% |
| 7D | -16.0% | +6.7% | -22.7% | -13.9% |
| 30D | -45.4% | +26.5% | -71.9% | -40.9% |
| 3M | -31.8% | +37.3% | -69.1% | -24.8% |
| 6M | -33.6% | +31.2% | -64.8% | -26.2% |
| YTD | +54.7% | -7.4% | +62.1% | +85.5% |
| 1Y | +18.3% | -9.6% | +27.9% | +42.6% |
| All | +547.5% | -28.5% | +575.9% | +763.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling