+6,161.3%
NKE vs TYL
+12,593.6%
-6,432.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | -0.5% |
| 7D | -2.0% | -3.7% | +1.7% | -1.6% |
| 30D | -8.6% | +18.7% | -27.3% | -10.2% |
| 3M | -11.0% | +18.1% | -29.2% | -12.7% |
| 6M | -33.2% | -1.1% | -32.1% | -33.3% |
| YTD | -38.1% | -19.8% | -18.3% | -37.0% |
| 1Y | -47.4% | -34.3% | -13.0% | -45.4% |
| 3Y | -59.8% | -8.2% | -51.6% | -59.8% |
| 5Y | -74.2% | -25.4% | -48.8% | -73.8% |
| 10Y | -23.5% | +115.6% | -139.0% | -29.2% |
| All | +6,161.3% | +12,593.6% | -6,432.3% | +3,794.7% |
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