+47.4%
NSC vs TYL
-25.2%
+72.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.4% |
| 7D | -5.5% | -3.7% | -1.8% | -4.8% |
| 30D | -3.2% | +18.7% | -22.0% | -6.9% |
| 3M | +7.7% | +18.1% | -10.5% | +3.3% |
| 6M | +4.5% | -1.1% | +5.6% | +4.0% |
| YTD | +15.6% | -19.8% | +35.4% | +21.0% |
| 1Y | +19.8% | -34.3% | +54.2% | +32.7% |
| 3Y | +70.1% | -8.2% | +78.3% | +69.1% |
| All | +47.4% | -25.2% | +72.6% | +44.7% |
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