+1,031.9%
NBIS vs TYL
-38.1%
+1,070.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.0% | +11.5% | +6.6% |
| 7D | +8.2% | -3.7% | +11.9% | +7.4% |
| 30D | +3.4% | +18.7% | -15.4% | +7.2% |
| 3M | -12.8% | +18.1% | -31.0% | -9.3% |
| 6M | +131.5% | -1.1% | +132.7% | +148.1% |
| YTD | +170.5% | -19.8% | +190.3% | +205.1% |
| 1Y | +248.8% | -34.3% | +283.1% | +324.9% |
| All | +1,031.9% | -38.1% | +1,070.0% | +1,319.2% |
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 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