+45.2%
NU vs TYL
-35.2%
+80.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.4% |
| 7D | -2.6% | -8.6% | +6.0% | +1.9% |
| 30D | +8.2% | +7.5% | +0.7% | +3.6% |
| 3M | +26.3% | +10.9% | +15.3% | +17.1% |
| 6M | +2.2% | -6.7% | +9.0% | +3.6% |
| YTD | -10.4% | -24.5% | +14.1% | +2.1% |
| 1Y | -3.0% | -38.6% | +35.7% | +27.5% |
| 3Y | +120.3% | -12.6% | +132.9% | +105.9% |
| All | +45.2% | -35.2% | +80.5% | +65.8% |
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