+178.1%
NI vs TYL
+174.6%
+3.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.2% |
| 7D | +0.4% | +3.5% | -3.1% | -0.2% |
| 30D | +11.3% | +26.9% | -15.6% | +6.7% |
| 3M | +6.5% | +33.8% | -27.4% | +0.9% |
| 6M | -2.3% | +28.8% | -31.1% | -7.2% |
| YTD | +10.8% | -7.9% | +18.7% | +11.4% |
| 1Y | +6.2% | -9.8% | +16.0% | +7.2% |
| 3Y | +98.7% | +1.2% | +97.5% | +93.1% |
| 5Y | +111.3% | -22.8% | +134.1% | +113.6% |
| 10Y | +178.1% | +168.8% | +9.3% | +116.3% |
| All | +178.1% | +174.6% | +3.5% | +116.3% |
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