+6,402.6%
NKE vs TYL
+14,481.8%
-8,079.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.4% |
| 7D | +1.9% | +3.5% | -1.6% | +1.6% |
| 30D | +14.9% | +26.9% | -12.0% | +12.0% |
| 3M | -3.4% | +33.8% | -37.2% | -6.3% |
| 6M | -7.9% | +28.8% | -36.7% | -10.5% |
| YTD | -35.8% | -7.9% | -27.9% | -35.6% |
| 1Y | -32.6% | -9.8% | -22.8% | -32.3% |
| 3Y | -60.0% | +1.2% | -61.2% | -60.5% |
| 5Y | -74.9% | -22.8% | -52.0% | -74.6% |
| 10Y | -9.8% | +168.8% | -178.6% | -18.3% |
| All | +6,402.6% | +14,481.8% | -8,079.2% | +3,884.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling