-99.2%
NVD vs TYL
-7.4%
-91.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.5% | +8.3% | +2.9% |
| 7D | -7.7% | -7.6% | -0.1% | -9.2% |
| 30D | -5.8% | +11.3% | -17.1% | -3.3% |
| 3M | -23.2% | +14.5% | -37.7% | -21.3% |
| 6M | -49.7% | -7.1% | -42.6% | -53.1% |
| YTD | -47.7% | -23.4% | -24.3% | -56.9% |
| 1Y | -61.3% | -38.6% | -22.8% | -73.3% |
| 3Y | -99.2% | -11.3% | -87.9% | -99.2% |
| All | -99.2% | -7.4% | -91.7% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling