-98.8%
NVD vs TYL
+11.3%
-110.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.6% | +9.3% | +8.6% |
| 7D | +23.8% | +3.5% | +20.3% | +24.3% |
| 30D | +57.0% | +26.9% | +30.1% | +63.5% |
| 3M | +41.6% | +33.8% | +7.7% | +49.5% |
| 6M | +17.6% | +28.8% | -11.3% | +20.8% |
| YTD | -21.4% | -7.9% | -13.5% | -33.3% |
| 1Y | -23.3% | -9.8% | -13.5% | -35.9% |
| 3Y | -98.7% | +1.2% | -99.9% | -98.7% |
| All | -98.8% | +11.3% | -110.1% | -98.7% |
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