+501.5%
NOW vs TYL
+174.9%
+326.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -7.3% |
| 7D | -6.7% | +15.1% | -21.8% | -17.1% |
| 30D | -25.8% | +30.1% | -55.9% | -41.2% |
| 3M | -12.7% | +40.4% | -53.1% | -34.7% |
| 6M | +11.2% | +31.3% | -20.0% | -12.1% |
| YTD | -33.2% | -5.2% | -28.0% | -32.4% |
| 1Y | -41.8% | -6.6% | -35.2% | -40.5% |
| 3Y | -15.7% | +3.4% | -19.0% | -24.0% |
| 5Y | -26.0% | -19.3% | -6.8% | -18.0% |
| All | +501.5% | +174.9% | +326.5% | +167.0% |
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