+1,065.2%
NRG vs TYL
+101.5%
+963.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -4.7% | -7.5% | +2.8% | -3.0% |
| 30D | -6.0% | +6.0% | -12.0% | -7.5% |
| 3M | -8.0% | +13.9% | -21.9% | -12.1% |
| 6M | -23.2% | -3.3% | -19.8% | -24.0% |
| YTD | -28.1% | -25.8% | -2.2% | -23.7% |
| 1Y | -27.3% | -39.2% | +12.0% | -17.8% |
| 3Y | +208.7% | -13.2% | +221.8% | +204.9% |
| 5Y | +197.7% | -28.6% | +226.3% | +205.9% |
| All | +1,065.2% | +101.5% | +963.7% | +745.2% |
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 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