+422.0%
NUE vs TYL
+183.6%
+238.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +2.8% | +0.8% | +1.9% | +2.5% |
| 30D | -2.1% | +21.1% | -23.2% | -7.4% |
| 3M | -7.3% | +28.9% | -36.2% | -14.3% |
| 6M | +8.9% | +42.0% | -33.2% | -2.9% |
| YTD | +55.6% | -6.6% | +62.2% | +55.8% |
| 1Y | +74.7% | -9.1% | +83.7% | +76.3% |
| 3Y | +71.7% | +1.8% | +69.8% | +62.6% |
| 5Y | +141.2% | -22.9% | +164.1% | +142.9% |
| All | +422.0% | +183.6% | +238.4% | +204.6% |
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 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