+289.7%
NEM vs TYL
+115.8%
+173.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.3% |
| 7D | +0.3% | -3.7% | +4.0% | +0.8% |
| 30D | +23.1% | +18.7% | +4.3% | +20.3% |
| 3M | +18.5% | +18.1% | +0.4% | +15.4% |
| 6M | +7.8% | -1.1% | +8.9% | +7.5% |
| YTD | +29.1% | -19.8% | +48.9% | +32.6% |
| 1Y | +72.7% | -34.3% | +107.0% | +83.0% |
| 3Y | +248.7% | -8.2% | +257.0% | +244.6% |
| 5Y | +148.7% | -25.4% | +174.1% | +147.5% |
| All | +289.7% | +115.8% | +173.9% | +257.1% |
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