+1,578.5%
NOK vs TYL
+7,367.3%
-5,788.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.0% | +6.7% | +3.3% |
| 7D | -1.8% | -3.7% | +1.9% | -1.2% |
| 30D | +4.7% | +18.7% | -14.0% | +1.8% |
| 3M | -39.7% | +18.1% | -57.8% | -41.7% |
| 6M | +23.1% | -1.1% | +24.2% | +21.7% |
| YTD | +55.0% | -19.8% | +74.8% | +57.8% |
| 1Y | +118.0% | -34.3% | +152.4% | +128.6% |
| 3Y | +170.5% | -8.2% | +178.7% | +168.3% |
| 5Y | +84.9% | -25.4% | +110.3% | +87.8% |
| 10Y | +112.0% | +115.6% | -3.6% | +84.0% |
| All | +1,578.5% | +7,367.3% | -5,788.7% | +771.2% |
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 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