+919.8%
NVDA vs TYL
-25.2%
+945.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +3.1% |
| 7D | +5.9% | -3.7% | +9.6% | +8.0% |
| 30D | +5.1% | +18.7% | -13.7% | -5.1% |
| 3M | +5.4% | +18.1% | -12.8% | -7.2% |
| 6M | +26.0% | -1.1% | +27.1% | +22.8% |
| YTD | +23.7% | -19.8% | +43.5% | +37.3% |
| 1Y | +34.4% | -34.3% | +68.7% | +72.5% |
| 3Y | +375.8% | -8.2% | +384.0% | +312.6% |
| All | +919.8% | -25.2% | +945.0% | +1,016.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling