+28.3%
NSC vs TYL
-20.5%
+48.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.7% |
| 7D | -3.8% | +15.1% | -18.9% | -6.6% |
| 30D | +4.1% | +30.1% | -26.0% | -1.5% |
| 3M | -3.3% | +40.4% | -43.7% | -10.3% |
| 6M | +5.9% | +31.3% | -25.4% | -0.9% |
| YTD | +15.5% | -5.2% | +20.7% | +16.5% |
| 1Y | +19.3% | -6.6% | +25.9% | +20.9% |
| 3Y | +79.0% | +3.4% | +75.6% | +74.2% |
| 5Y | +28.3% | -19.3% | +47.6% | +23.4% |
| All | +28.3% | -20.5% | +48.8% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling