+5,601.7%
NSC vs TYL
+14,906.9%
-9,305.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.5% |
| 7D | -3.8% | +15.1% | -18.9% | -5.2% |
| 30D | +4.1% | +30.1% | -26.0% | +1.2% |
| 3M | -3.3% | +40.4% | -43.7% | -6.8% |
| 6M | +5.9% | +31.3% | -25.4% | +2.4% |
| YTD | +15.5% | -5.2% | +20.7% | +15.0% |
| 1Y | +19.3% | -6.6% | +25.9% | +19.0% |
| 3Y | +79.0% | +3.4% | +75.6% | +76.2% |
| 5Y | +28.3% | -19.3% | +47.6% | +28.4% |
| 10Y | +336.8% | +178.1% | +158.7% | +287.7% |
| All | +5,601.7% | +14,906.9% | -9,305.2% | +3,409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling