+201.1%
NRG vs TYL
-28.2%
+229.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.1% |
| 7D | +9.3% | -7.6% | +16.9% | +10.3% |
| 30D | +1.3% | +11.3% | -10.0% | -0.5% |
| 3M | -6.0% | +14.5% | -20.5% | -8.7% |
| 6M | -22.0% | -7.1% | -14.8% | -21.1% |
| YTD | -24.1% | -23.4% | -0.8% | -19.9% |
| 1Y | -18.0% | -38.6% | +20.5% | -7.7% |
| 3Y | +220.0% | -11.3% | +231.3% | +219.8% |
| 5Y | +201.1% | -28.0% | +229.1% | +205.7% |
| All | +201.1% | -28.2% | +229.3% | +205.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling