+309.6%
NSC vs TYL
+168.7%
+140.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.2% |
| 7D | -6.6% | +6.7% | -13.3% | -8.3% |
| 30D | +2.2% | +26.5% | -24.4% | -4.6% |
| 3M | -6.2% | +37.3% | -43.5% | -14.8% |
| 6M | +1.7% | +31.2% | -29.5% | -7.2% |
| YTD | +12.2% | -7.4% | +19.6% | +12.8% |
| 1Y | +15.4% | -9.6% | +25.0% | +16.8% |
| 3Y | +73.3% | +1.9% | +71.4% | +65.5% |
| 5Y | +24.7% | -21.1% | +45.8% | +26.5% |
| All | +309.6% | +168.7% | +140.9% | +159.9% |
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