+10,310.1%
NVDA vs TYL
+174.6%
+10,135.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.9% |
| 7D | -11.6% | +3.5% | -15.1% | -13.8% |
| 30D | -22.1% | +26.9% | -49.0% | -34.1% |
| 3M | -20.1% | +33.8% | -54.0% | -35.7% |
| 6M | -16.8% | +28.8% | -45.6% | -33.9% |
| YTD | -4.0% | -7.9% | +3.9% | -6.1% |
| 1Y | -4.8% | -9.8% | +5.0% | -5.9% |
| 3Y | +281.7% | +1.2% | +280.5% | +216.2% |
| 5Y | +485.4% | -22.8% | +508.2% | +518.4% |
| 10Y | +10,310.1% | +168.8% | +10,141.3% | +4,283.3% |
| All | +10,310.1% | +174.6% | +10,135.5% | +4,283.3% |
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 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