+15.4%
NSC vs TYL
-9.6%
+25.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.8% |
| 7D | -6.6% | +6.7% | -13.3% | -6.8% |
| 30D | +2.2% | +26.5% | -24.4% | +1.8% |
| 3M | -6.2% | +37.3% | -43.5% | -6.6% |
| 6M | +1.7% | +31.2% | -29.5% | +1.1% |
| YTD | +12.2% | -7.4% | +19.6% | +15.0% |
| 1Y | +15.4% | -9.6% | +25.0% | +19.4% |
| All | +15.4% | -9.6% | +25.0% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling