+132.0%
NOK vs TYL
-37.9%
+169.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.6% | +5.5% |
| 7D | +7.3% | -7.6% | +14.9% | +6.1% |
| 30D | +13.8% | +11.3% | +2.5% | +15.4% |
| 3M | -27.0% | +14.5% | -41.5% | -25.4% |
| 6M | +37.6% | -7.1% | +44.7% | +45.0% |
| YTD | +64.6% | -23.4% | +88.0% | +80.4% |
| 1Y | +132.0% | -38.6% | +170.6% | +167.2% |
| All | +132.0% | -37.9% | +169.9% | +167.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling