-74.0%
NKE vs TYL
-28.2%
-45.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.9% |
| 7D | -0.1% | -7.6% | +7.5% | +2.9% |
| 30D | -7.7% | +11.3% | -19.0% | -11.5% |
| 3M | -10.9% | +14.5% | -25.4% | -16.0% |
| 6M | -31.9% | -7.1% | -24.7% | -30.6% |
| YTD | -38.6% | -23.4% | -15.2% | -33.0% |
| 1Y | -46.9% | -38.6% | -8.4% | -36.5% |
| 3Y | -58.2% | -11.3% | -46.9% | -59.9% |
| 5Y | -74.0% | -28.0% | -46.1% | -74.1% |
| All | -74.0% | -28.2% | -45.8% | -74.1% |
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