+1.0%
NVDA vs TYL
-10.1%
+11.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.9% | -2.4% |
| 7D | -7.1% | +17.3% | -24.3% | -4.7% |
| 30D | -16.2% | +28.9% | -45.1% | -12.9% |
| 3M | -5.5% | +35.1% | -40.5% | -0.7% |
| 6M | +1.1% | +29.3% | -28.3% | +6.9% |
| YTD | +7.6% | -6.8% | +14.3% | +8.1% |
| 1Y | +1.0% | -9.9% | +10.9% | -0.4% |
| All | +1.0% | -10.1% | +11.0% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling