+61.4%
NUE vs TYL
-6.4%
+67.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.1% |
| 7D | +4.2% | -3.7% | +7.9% | +4.6% |
| 30D | -5.0% | +18.7% | -23.7% | -6.9% |
| 3M | -0.2% | +18.1% | -18.4% | -2.2% |
| 6M | +49.1% | -1.1% | +50.3% | +49.6% |
| YTD | +61.0% | -19.8% | +80.8% | +68.8% |
| 1Y | +82.5% | -34.3% | +116.9% | +101.8% |
| All | +61.4% | -6.4% | +67.8% | +57.2% |
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