+45.5%
NOK vs TYL
-21.3%
+66.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.0% |
| 7D | -10.5% | +6.7% | -17.2% | -11.5% |
| 30D | -27.9% | +26.5% | -54.4% | -31.2% |
| 3M | -18.8% | +37.3% | -56.1% | -24.7% |
| 6M | -41.9% | +31.2% | -73.1% | -46.4% |
| YTD | +18.4% | -7.4% | +25.7% | +22.3% |
| 1Y | +10.9% | -9.6% | +20.4% | +15.3% |
| 3Y | +137.9% | +1.9% | +136.0% | +130.6% |
| All | +45.5% | -21.3% | +66.8% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling