+126.6%
NUE vs TYL
-21.3%
+148.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | -10.6% | +6.7% | -17.2% | -11.8% |
| 30D | -0.6% | +26.5% | -27.1% | -5.9% |
| 3M | -9.7% | +37.3% | -47.0% | -16.5% |
| 6M | +5.1% | +31.2% | -26.1% | -2.4% |
| YTD | +51.4% | -7.4% | +58.8% | +53.9% |
| 1Y | +71.3% | -9.6% | +80.9% | +75.3% |
| 3Y | +66.8% | +1.9% | +64.9% | +59.4% |
| All | +126.6% | -21.3% | +148.0% | +109.2% |
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 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