+127.6%
NOK vs TYL
+100.8%
+26.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.7% |
| 7D | +8.7% | -11.5% | +20.2% | +12.3% |
| 30D | +12.5% | +3.9% | +8.6% | +10.7% |
| 3M | -20.7% | +10.8% | -31.5% | -24.5% |
| 6M | +36.2% | -5.3% | +41.4% | +35.2% |
| YTD | +64.1% | -26.1% | +90.2% | +76.6% |
| 1Y | +132.4% | -38.5% | +170.9% | +166.9% |
| 3Y | +182.9% | -14.5% | +197.3% | +181.3% |
| 5Y | +102.8% | -28.9% | +131.7% | +110.3% |
| All | +127.6% | +100.8% | +26.9% | +96.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling