+1,567.2%
NRG vs TYL
+4,113.3%
-2,546.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.0% | +10.4% | +7.5% |
| 7D | +7.1% | -3.7% | +10.8% | +8.1% |
| 30D | -1.4% | +18.7% | -20.2% | -6.0% |
| 3M | -10.5% | +18.1% | -28.6% | -15.6% |
| 6M | -26.7% | -1.1% | -25.6% | -28.1% |
| YTD | -24.5% | -19.8% | -4.7% | -22.3% |
| 1Y | -18.6% | -34.3% | +15.8% | -11.5% |
| 3Y | +227.1% | -8.2% | +235.4% | +218.6% |
| 5Y | +198.8% | -25.4% | +224.2% | +201.9% |
| 10Y | +1,122.3% | +115.6% | +1,006.7% | +783.4% |
| All | +1,567.2% | +4,113.3% | -2,546.1% | +386.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling