+123.8%
NOK vs TYL
+174.6%
-50.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +6.9% |
| 7D | -1.4% | +3.5% | -5.0% | -2.4% |
| 30D | -21.0% | +26.9% | -47.9% | -26.1% |
| 3M | -12.6% | +33.8% | -46.4% | -20.3% |
| 6M | -36.2% | +28.8% | -65.0% | -42.2% |
| YTD | +26.4% | -7.9% | +34.3% | +27.2% |
| 1Y | +19.6% | -9.8% | +29.4% | +21.0% |
| 3Y | +152.6% | +1.2% | +151.4% | +140.3% |
| 5Y | +57.3% | -22.8% | +80.1% | +60.5% |
| 10Y | +123.8% | +168.8% | -45.0% | +76.8% |
| All | +123.8% | +174.6% | -50.8% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling