+112.5%
NET vs TYL
-25.2%
+137.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | +2.1% |
| 7D | -7.0% | -3.7% | -3.3% | -3.6% |
| 30D | -4.8% | +18.7% | -23.5% | -20.5% |
| 3M | +3.8% | +18.1% | -14.3% | -16.1% |
| 6M | +50.0% | -1.1% | +51.2% | +45.4% |
| YTD | +41.5% | -19.8% | +61.3% | +68.2% |
| 1Y | +32.8% | -34.3% | +67.1% | +98.1% |
| 3Y | +335.9% | -8.2% | +344.1% | +250.9% |
| All | +112.5% | -25.2% | +137.6% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling