-98.3%
NVD vs TYL
+1.3%
-99.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +28.6% | +0.8% | +27.8% | +28.7% |
| 30D | +73.6% | +21.1% | +52.5% | +77.8% |
| 3M | +70.1% | +28.9% | +41.2% | +76.3% |
| 6M | +53.6% | +42.0% | +11.6% | +62.0% |
| YTD | -7.0% | -6.6% | -0.4% | -21.3% |
| 1Y | -9.0% | -9.1% | +0.1% | -24.6% |
| 3Y | -98.3% | +1.8% | -100.2% | -98.3% |
| All | -98.3% | +1.3% | -99.7% | -98.3% |
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