-61.4%
NVD vs TYL
-34.2%
-27.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.2% |
| 7D | -11.1% | -3.7% | -7.4% | -10.2% |
| 30D | -13.3% | +18.7% | -32.0% | -17.8% |
| 3M | -19.8% | +18.1% | -38.0% | -24.0% |
| 6M | -48.8% | -1.1% | -47.7% | -50.7% |
| YTD | -49.7% | -19.8% | -29.8% | -47.7% |
| 1Y | -61.4% | -34.3% | -27.0% | -55.6% |
| All | -61.4% | -34.2% | -27.2% | -55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling