+56.4%
NU vs TYL
+1.3%
+55.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.1% | +11.6% | +11.7% |
| 7D | +9.9% | +0.8% | +9.1% | +9.7% |
| 30D | -11.5% | +21.1% | -32.6% | -14.9% |
| 3M | -5.1% | +28.9% | -34.0% | -10.3% |
| 6M | +3.1% | +42.0% | -38.9% | -5.2% |
| YTD | -21.0% | -6.6% | -14.4% | -17.4% |
| 1Y | -15.2% | -9.1% | -6.1% | -10.4% |
| 3Y | +56.4% | +1.8% | +54.6% | +57.1% |
| All | +56.4% | +1.3% | +55.1% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling