+238.2%
NEM vs TYL
+2.6%
+235.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | +13.4% | +6.7% | +6.8% | +13.2% |
| 30D | +6.5% | +26.5% | -20.1% | +5.8% |
| 3M | +14.9% | +37.3% | -22.4% | +13.8% |
| 6M | +5.5% | +31.2% | -25.6% | +4.6% |
| YTD | +21.9% | -7.4% | +29.2% | +25.6% |
| 1Y | +47.9% | -9.6% | +57.4% | +52.7% |
| 3Y | +238.2% | +1.9% | +236.3% | +213.4% |
| All | +238.2% | +2.6% | +235.6% | +213.4% |
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 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