+34.6%
NEM vs TYL
-9.5%
+44.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.1% |
| 7D | +11.6% | +4.3% | +7.3% | +11.9% |
| 30D | +1.8% | +28.0% | -26.2% | +4.0% |
| 3M | +2.5% | +32.3% | -29.8% | +5.3% |
| 6M | +3.4% | +29.9% | -26.5% | +6.7% |
| YTD | +20.9% | -7.1% | +28.0% | +20.2% |
| All | +34.6% | -9.5% | +44.1% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling