+189.0%
NI vs TYL
+169.5%
+19.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +1.5% | +4.3% | -2.8% | +0.8% |
| 30D | +11.9% | +28.0% | -16.1% | +7.1% |
| 3M | +9.1% | +32.3% | -23.2% | +3.6% |
| 6M | -1.8% | +29.9% | -31.7% | -6.9% |
| YTD | +11.4% | -7.1% | +18.5% | +11.9% |
| 1Y | +6.4% | -9.2% | +15.6% | +7.3% |
| 3Y | +98.2% | +0.7% | +97.5% | +93.0% |
| 5Y | +110.1% | -21.1% | +131.1% | +111.2% |
| 10Y | +189.0% | +180.8% | +8.2% | +125.3% |
| All | +189.0% | +169.5% | +19.5% | +125.3% |
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