+77.8%
NUE vs TYL
-9.8%
+87.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.3% |
| 7D | +6.1% | -1.6% | +7.7% | +6.0% |
| 30D | +2.7% | +22.1% | -19.4% | +3.9% |
| 3M | -3.8% | +33.4% | -37.2% | -2.3% |
| 6M | +14.0% | +36.8% | -22.8% | +16.2% |
| YTD | +61.2% | -6.7% | +67.9% | +61.5% |
| 1Y | +77.8% | -9.2% | +87.0% | +79.1% |
| All | +77.8% | -9.8% | +87.6% | +79.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling