+934.9%
NRG vs TYL
+183.3%
+751.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | +21.7% | -1.6% | +23.3% | +22.0% |
| 30D | -8.1% | +22.1% | -30.2% | -12.4% |
| 3M | -18.3% | +33.4% | -51.7% | -24.1% |
| 6M | -28.0% | +36.8% | -64.8% | -34.5% |
| YTD | -37.5% | -6.7% | -30.8% | -37.3% |
| 1Y | -41.1% | -9.2% | -31.8% | -40.5% |
| 3Y | +126.6% | +1.2% | +125.4% | +117.7% |
| 5Y | +212.3% | -23.0% | +235.3% | +221.6% |
| All | +934.9% | +183.3% | +751.6% | +572.8% |
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