+106.7%
NI vs TYL
-21.3%
+128.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | -0.9% | +6.7% | -7.6% | -1.7% |
| 30D | +9.6% | +26.5% | -16.9% | +6.7% |
| 3M | +2.5% | +37.3% | -34.8% | -1.4% |
| 6M | -5.8% | +31.2% | -37.0% | -9.2% |
| YTD | +8.6% | -7.4% | +15.9% | +9.6% |
| 1Y | +6.0% | -9.6% | +15.5% | +7.4% |
| 3Y | +91.0% | +1.9% | +89.1% | +88.4% |
| All | +106.7% | -21.3% | +128.0% | +99.0% |
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