+6,205.3%
NKE vs TYL
+14,603.2%
-8,397.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.1% |
| 7D | +0.5% | +4.3% | -3.8% | 0.0% |
| 30D | +11.4% | +28.0% | -16.5% | +8.5% |
| 3M | -7.2% | +32.3% | -39.5% | -10.0% |
| 6M | -10.7% | +29.9% | -40.6% | -13.3% |
| YTD | -37.7% | -7.1% | -30.6% | -37.6% |
| 1Y | -34.3% | -9.2% | -25.1% | -34.0% |
| 3Y | -60.9% | +0.7% | -61.6% | -61.3% |
| 5Y | -74.8% | -21.1% | -53.8% | -74.6% |
| 10Y | -11.2% | +180.8% | -192.1% | -19.9% |
| All | +6,205.3% | +14,603.2% | -8,397.9% | +3,759.7% |
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