+499.2%
NOW vs TYL
+168.7%
+330.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +1.4% |
| 7D | -3.0% | +6.7% | -9.7% | -8.1% |
| 30D | -26.0% | +26.5% | -52.6% | -40.1% |
| 3M | -13.1% | +37.3% | -50.4% | -33.9% |
| 6M | +14.5% | +31.2% | -16.6% | -9.6% |
| YTD | -33.4% | -7.4% | -26.1% | -31.4% |
| 1Y | -40.6% | -9.6% | -31.1% | -37.7% |
| 3Y | -16.3% | +1.9% | -18.2% | -23.8% |
| 5Y | -26.3% | -21.1% | -5.2% | -16.9% |
| All | +499.2% | +168.7% | +330.5% | +170.9% |
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