+97.0%
NI vs TYL
-25.2%
+122.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | +2.0% | -3.7% | +5.7% | +2.4% |
| 30D | -3.5% | +18.7% | -22.3% | -5.5% |
| 3M | -9.1% | +18.1% | -27.3% | -11.1% |
| 6M | -11.8% | -1.1% | -10.7% | -12.0% |
| YTD | +1.1% | -19.8% | +20.9% | +3.9% |
| 1Y | +6.7% | -34.3% | +41.0% | +13.2% |
| 3Y | +71.1% | -8.2% | +79.3% | +70.5% |
| All | +97.0% | -25.2% | +122.2% | +89.6% |
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