+66.8%
NUE vs TYL
+2.6%
+64.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | -10.6% | +6.7% | -17.2% | -11.0% |
| 30D | -0.6% | +26.5% | -27.1% | -2.4% |
| 3M | -9.7% | +37.3% | -47.0% | -12.1% |
| 6M | +5.1% | +31.2% | -26.1% | +2.6% |
| YTD | +51.4% | -7.4% | +58.8% | +56.2% |
| 1Y | +71.3% | -9.6% | +80.9% | +77.6% |
| 3Y | +66.8% | +1.9% | +64.9% | +69.2% |
| All | +66.8% | +2.6% | +64.3% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling