-47.6%
NKE vs TYL
-39.5%
-8.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -2.3% | -8.6% | +6.3% | -0.5% |
| 30D | -10.4% | +7.5% | -17.9% | -11.7% |
| 3M | -15.5% | +10.9% | -26.4% | -17.4% |
| 6M | -32.6% | -6.7% | -25.9% | -32.2% |
| YTD | -39.8% | -24.5% | -15.3% | -38.6% |
| 1Y | -47.6% | -38.6% | -8.9% | -50.5% |
| All | -47.6% | -39.5% | -8.1% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling