+1,381.0%
NET vs TYL
+64.0%
+1,317.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -6.8% |
| 7D | -16.4% | +17.3% | -33.6% | -28.6% |
| 30D | -25.8% | +28.9% | -54.7% | -42.8% |
| 3M | -11.5% | +35.1% | -46.6% | -35.6% |
| 6M | +18.9% | +29.3% | -10.4% | -12.6% |
| YTD | +35.2% | -6.8% | +42.0% | +32.7% |
| 1Y | +14.5% | -9.9% | +24.4% | +15.7% |
| 3Y | +313.8% | +1.7% | +312.1% | +228.1% |
| 5Y | +32.6% | -21.6% | +54.1% | +47.5% |
| All | +1,381.0% | +64.0% | +1,317.0% | +774.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling