-22.8%
NU vs TYL
-8.8%
-14.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | +6.4% | +3.5% | +2.8% | +6.2% |
| 30D | -23.3% | +26.9% | -50.2% | -23.9% |
| 3M | -10.7% | +33.8% | -44.5% | -11.5% |
| 6M | -10.4% | +28.8% | -39.3% | -11.4% |
| YTD | -26.2% | -7.9% | -18.3% | -22.8% |
| All | -22.8% | -8.8% | -14.0% | -18.6% |
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