+584.3%
NUE vs TYL
+102.8%
+481.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -2.3% | -8.6% | +6.3% | +0.1% |
| 30D | -6.1% | +7.5% | -13.6% | -8.3% |
| 3M | +1.7% | +10.9% | -9.3% | -2.1% |
| 6M | +53.1% | -6.7% | +59.8% | +54.1% |
| YTD | +59.0% | -24.5% | +83.6% | +69.5% |
| 1Y | +85.3% | -38.6% | +124.0% | +111.4% |
| 3Y | +63.2% | -12.6% | +75.9% | +61.0% |
| 5Y | +146.8% | -28.2% | +175.0% | +151.6% |
| 10Y | +584.3% | +104.0% | +480.3% | +350.0% |
| All | +584.3% | +102.8% | +481.5% | +350.0% |
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 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