+444.6%
NEM vs TYL
+14,564.8%
-14,120.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | +14.9% | +37.3% | -22.4% | +13.5% |
| 6M | +5.5% | +31.2% | -25.6% | +4.2% |
| YTD | +21.9% | -7.4% | +29.2% | +21.8% |
| 1Y | +47.9% | -9.6% | +57.4% | +47.9% |
| 3Y | +238.2% | +1.9% | +236.3% | +236.2% |
| 5Y | +146.2% | -21.1% | +167.3% | +145.9% |
| 10Y | +309.3% | +171.8% | +137.5% | +292.0% |
| All | +444.6% | +14,564.8% | -14,120.3% | +408.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling