+298.3%
NSC vs TYL
+169.5%
+128.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -3.4% | +4.3% | -7.7% | -4.6% |
| 30D | +3.6% | +28.0% | -24.3% | -3.6% |
| 3M | -1.4% | +32.3% | -33.7% | -9.5% |
| 6M | +6.0% | +29.9% | -24.0% | -3.0% |
| YTD | +15.5% | -7.1% | +22.6% | +16.0% |
| 1Y | +16.2% | -9.2% | +25.4% | +17.5% |
| 3Y | +76.9% | +0.7% | +76.2% | +69.6% |
| 5Y | +29.3% | -21.1% | +50.4% | +31.3% |
| 10Y | +298.3% | +180.8% | +117.5% | +152.5% |
| All | +298.3% | +169.5% | +128.7% | +152.5% |
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