-99.2%
NVD vs TYL
-6.4%
-92.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -2.2% |
| 7D | -11.1% | -3.7% | -7.4% | -11.8% |
| 30D | -13.3% | +18.7% | -32.0% | -9.8% |
| 3M | -19.8% | +18.1% | -38.0% | -17.6% |
| 6M | -48.8% | -1.1% | -47.7% | -51.3% |
| YTD | -49.7% | -19.8% | -29.8% | -58.0% |
| 1Y | -61.4% | -34.3% | -27.0% | -72.5% |
| All | -99.2% | -6.4% | -92.8% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling