+7.8%
NEM vs TYL
+0.4%
+7.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -2.8% |
| 7D | +0.3% | -3.7% | +4.0% | -0.6% |
| 30D | +23.1% | +18.7% | +4.3% | +29.5% |
| 3M | +18.5% | +18.1% | +0.4% | +24.4% |
| 6M | +7.8% | -1.1% | +8.9% | +4.5% |
| All | +7.8% | +0.4% | +7.4% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling