+1,449.6%
NET vs TYL
+41.1%
+1,408.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | +1.8% |
| 7D | -7.0% | -3.7% | -3.3% | -3.8% |
| 30D | -4.8% | +18.7% | -23.5% | -19.6% |
| 3M | +3.8% | +18.1% | -14.3% | -14.8% |
| 6M | +50.0% | -1.1% | +51.2% | +45.6% |
| YTD | +41.5% | -19.8% | +61.3% | +64.5% |
| 1Y | +32.8% | -34.3% | +67.1% | +88.4% |
| 3Y | +335.9% | -8.2% | +344.1% | +284.2% |
| 5Y | +113.8% | -25.4% | +139.2% | +161.3% |
| All | +1,449.6% | +41.1% | +1,408.5% | +983.9% |
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