+213.9%
NRG vs TYL
-12.9%
+226.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.6% |
| 7D | +3.9% | -8.6% | +12.4% | +3.7% |
| 30D | -3.0% | +7.5% | -10.5% | -3.0% |
| 3M | -10.9% | +10.9% | -21.8% | -11.1% |
| 6M | -25.3% | -6.7% | -18.6% | -23.9% |
| YTD | -26.8% | -24.5% | -2.3% | -22.1% |
| 1Y | -23.3% | -38.6% | +15.3% | -12.9% |
| All | +213.9% | -12.9% | +226.8% | +226.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling