+7,725.7%
NVDA vs TYL
+182.7%
+7,543.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -6.0% |
| 7D | -18.3% | +4.3% | -22.6% | -20.7% |
| 30D | -26.3% | +28.0% | -54.3% | -38.0% |
| 3M | -22.3% | +32.3% | -54.6% | -36.9% |
| 6M | -21.3% | +29.9% | -51.2% | -37.8% |
| YTD | -9.2% | -7.1% | -2.1% | -11.7% |
| 1Y | -14.9% | -9.2% | -5.7% | -16.3% |
| 3Y | +250.5% | +0.7% | +249.8% | +192.2% |
| 5Y | +475.8% | -21.1% | +496.9% | +497.8% |
| All | +7,725.7% | +182.7% | +7,543.0% | +2,974.9% |
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