+1,272.6%
NRG vs TYL
+4,825.0%
-3,552.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +17.1% | +0.5% | +16.6% | +16.8% |
| 30D | -7.9% | +25.2% | -33.1% | -13.6% |
| 3M | -18.2% | +31.8% | -50.0% | -24.7% |
| 6M | -28.4% | +36.3% | -64.6% | -35.7% |
| YTD | -37.9% | -6.3% | -31.6% | -39.0% |
| 1Y | -39.2% | -9.5% | -29.8% | -39.9% |
| 3Y | +125.3% | +1.6% | +123.7% | +112.9% |
| 5Y | +215.7% | -21.8% | +237.5% | +214.3% |
| 10Y | +985.8% | +183.3% | +802.5% | +623.6% |
| All | +1,272.6% | +4,825.0% | -3,552.4% | +281.3% |
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 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