+250.5%
NEM vs TYL
+1.3%
+249.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -6.4% | +0.8% | -7.3% | -6.4% |
| 30D | +1.4% | +21.1% | -19.7% | +0.9% |
| 3M | -0.7% | +28.9% | -29.6% | -1.4% |
| 6M | -4.5% | +42.0% | -46.5% | -6.0% |
| YTD | +14.0% | -6.6% | +20.6% | +17.5% |
| 1Y | +27.3% | -9.1% | +36.4% | +31.6% |
| 3Y | +250.5% | +1.8% | +248.7% | +223.4% |
| All | +250.5% | +1.3% | +249.2% | +223.4% |
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