+146.2%
NUE vs TYL
-28.2%
+174.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.8% |
| 7D | +1.8% | -7.6% | +9.4% | +3.6% |
| 30D | -6.0% | +11.3% | -17.3% | -8.6% |
| 3M | +1.4% | +14.5% | -13.1% | -2.4% |
| 6M | +52.8% | -7.1% | +60.0% | +54.4% |
| YTD | +58.1% | -23.4% | +81.5% | +68.2% |
| 1Y | +80.4% | -38.6% | +119.0% | +106.4% |
| 3Y | +62.3% | -11.3% | +73.6% | +58.8% |
| 5Y | +146.2% | -28.0% | +174.2% | +133.6% |
| All | +146.2% | -28.2% | +174.4% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling