+83.6%
NUE vs TYL
-8.6%
+92.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +2.0% |
| 7D | -2.4% | +0.5% | -3.0% | -2.4% |
| 30D | +3.8% | +25.2% | -21.4% | +5.1% |
| 3M | -3.7% | +31.8% | -35.4% | -2.1% |
| 6M | +13.2% | +36.3% | -23.1% | +15.4% |
| YTD | +61.6% | -6.3% | +67.8% | +61.7% |
| 1Y | +83.6% | -9.5% | +93.1% | +84.9% |
| All | +83.6% | -8.6% | +92.2% | +84.9% |
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