+13,460.4%
NUE vs TYL
+14,564.8%
-1,104.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -10.6% | +6.7% | -17.2% | -11.2% |
| 30D | -0.6% | +26.5% | -27.1% | -3.4% |
| 3M | -9.7% | +37.3% | -47.0% | -13.2% |
| 6M | +5.1% | +31.2% | -26.1% | +1.2% |
| YTD | +51.4% | -7.4% | +58.8% | +50.9% |
| 1Y | +71.3% | -9.6% | +80.9% | +71.2% |
| 3Y | +66.8% | +1.9% | +64.9% | +63.8% |
| 5Y | +134.8% | -21.1% | +155.9% | +135.5% |
| 10Y | +506.1% | +171.8% | +334.4% | +431.4% |
| All | +13,460.4% | +14,564.8% | -1,104.4% | +7,367.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling