+309.2%
NVDA vs TYL
+2.6%
+306.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +2.9% |
| 7D | -8.8% | +6.7% | -15.5% | -9.2% |
| 30D | -21.4% | +26.5% | -47.9% | -22.9% |
| 3M | -14.7% | +37.3% | -52.0% | -17.1% |
| 6M | -10.0% | +31.2% | -41.1% | -12.3% |
| YTD | +0.3% | -7.4% | +7.7% | +7.0% |
| 1Y | -0.5% | -9.6% | +9.0% | +6.7% |
| 3Y | +309.2% | +1.9% | +307.3% | +299.8% |
| All | +309.2% | +2.6% | +306.6% | +299.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling