-98.9%
NVD vs TYL
+11.9%
-110.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -5.8% |
| 7D | +16.8% | +6.7% | +10.2% | +17.9% |
| 30D | +54.3% | +26.5% | +27.8% | +60.5% |
| 3M | +24.3% | +37.3% | -13.0% | +32.0% |
| 6M | +0.6% | +31.2% | -30.6% | +4.0% |
| YTD | -27.7% | -7.4% | -20.3% | -38.6% |
| 1Y | -29.4% | -9.6% | -19.9% | -41.2% |
| 3Y | -98.8% | +1.9% | -100.7% | -98.8% |
| All | -98.9% | +11.9% | -110.8% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling