+48.8%
NU vs TYL
-31.2%
+80.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | +0.1% |
| 7D | +7.5% | -3.7% | +11.2% | +9.5% |
| 30D | +6.1% | +18.7% | -12.6% | -3.5% |
| 3M | +26.8% | +18.1% | +8.7% | +13.9% |
| 6M | +2.5% | -1.1% | +3.6% | +0.8% |
| YTD | -8.2% | -19.8% | +11.6% | +1.4% |
| 1Y | +3.4% | -34.3% | +37.7% | +31.0% |
| 3Y | +116.2% | -8.2% | +124.4% | +98.1% |
| All | +48.8% | -31.2% | +80.0% | +64.8% |
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 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