+145.1%
NI vs TYL
+102.8%
+42.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.3% |
| 7D | +1.3% | -8.6% | +9.9% | +2.8% |
| 30D | -0.3% | +7.5% | -7.8% | -1.7% |
| 3M | -9.5% | +10.9% | -20.4% | -11.5% |
| 6M | -10.2% | -6.7% | -3.5% | -9.8% |
| YTD | +1.8% | -24.5% | +26.3% | +6.1% |
| 1Y | +5.7% | -38.6% | +44.3% | +15.0% |
| 3Y | +69.6% | -12.6% | +82.2% | +68.7% |
| 5Y | +95.8% | -28.2% | +124.0% | +98.1% |
| 10Y | +145.1% | +104.0% | +41.1% | +101.3% |
| All | +145.1% | +102.8% | +42.3% | +101.3% |
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