-12.7%
NKE vs TYL
+185.3%
-198.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -5.4% | +0.5% | -5.9% | -5.6% |
| 30D | +8.4% | +25.2% | -16.8% | -0.6% |
| 3M | -6.3% | +31.8% | -38.0% | -16.0% |
| 6M | -7.8% | +36.3% | -44.1% | -19.2% |
| YTD | -38.3% | -6.3% | -32.0% | -38.1% |
| 1Y | -37.3% | -9.5% | -27.9% | -36.3% |
| 3Y | -61.3% | +1.6% | -62.9% | -63.8% |
| 5Y | -74.8% | -21.8% | -53.1% | -74.7% |
| 10Y | -12.7% | +183.3% | -196.0% | -46.8% |
| All | -12.7% | +185.3% | -198.0% | -46.8% |
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