+16.5%
NU vs TYL
-20.5%
+37.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.7% | +3.6% |
| 7D | +3.6% | +6.7% | -3.0% | +0.2% |
| 30D | -22.8% | +26.5% | -49.3% | -31.8% |
| 3M | -14.8% | +37.3% | -52.1% | -28.6% |
| 6M | -16.9% | +31.2% | -48.1% | -29.9% |
| YTD | -28.1% | -7.4% | -20.8% | -26.7% |
| 1Y | -24.5% | -9.6% | -15.0% | -21.9% |
| 3Y | +44.8% | +1.9% | +42.9% | +27.9% |
| All | +16.5% | -20.5% | +37.0% | +19.0% |
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