-74.9%
NKE vs TYL
-22.8%
-52.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.6% |
| 7D | +1.9% | +3.5% | -1.6% | +0.6% |
| 30D | +14.9% | +26.9% | -12.0% | +4.9% |
| 3M | -3.4% | +33.8% | -37.2% | -13.8% |
| 6M | -7.9% | +28.8% | -36.7% | -17.3% |
| YTD | -35.8% | -7.9% | -27.9% | -34.7% |
| 1Y | -32.6% | -9.8% | -22.8% | -31.0% |
| 3Y | -60.0% | +1.2% | -61.2% | -63.2% |
| 5Y | -74.9% | -22.8% | -52.0% | -75.3% |
| All | -74.9% | -22.8% | -52.0% | -75.3% |
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