+14,572.5%
NVDA vs TYL
+106.7%
+14,465.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.4% | +0.9% |
| 7D | +3.8% | -7.6% | +11.4% | +9.2% |
| 30D | +0.8% | +11.3% | -10.5% | -6.8% |
| 3M | +8.2% | +14.5% | -6.3% | -4.9% |
| 6M | +27.1% | -7.1% | +34.2% | +27.3% |
| YTD | +21.2% | -23.4% | +44.6% | +36.1% |
| 1Y | +34.3% | -38.6% | +72.9% | +77.5% |
| 3Y | +396.3% | -11.3% | +407.6% | +347.1% |
| 5Y | +913.8% | -28.0% | +941.8% | +1,018.1% |
| 10Y | +14,572.5% | +104.9% | +14,467.6% | +7,199.6% |
| All | +14,572.5% | +106.7% | +14,465.8% | +7,199.6% |
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