-21.9%
NKE vs TYL
+102.8%
-124.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | -2.3% | -8.6% | +6.3% | +1.0% |
| 30D | -10.4% | +7.5% | -17.9% | -12.9% |
| 3M | -15.5% | +10.9% | -26.4% | -19.4% |
| 6M | -32.6% | -6.7% | -25.9% | -31.6% |
| YTD | -39.8% | -24.5% | -15.3% | -34.3% |
| 1Y | -47.6% | -38.6% | -8.9% | -37.9% |
| 3Y | -59.0% | -12.6% | -46.4% | -59.6% |
| 5Y | -74.9% | -28.2% | -46.7% | -73.9% |
| 10Y | -21.9% | +104.0% | -125.9% | -46.4% |
| All | -21.9% | +102.8% | -124.7% | -46.4% |
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