+455.9%
NVDA vs TYL
-23.1%
+479.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.1% |
| 7D | -8.5% | -1.6% | -6.9% | -7.8% |
| 30D | -27.3% | +22.1% | -49.4% | -35.2% |
| 3M | -25.8% | +33.4% | -59.1% | -37.6% |
| 6M | -24.6% | +36.8% | -61.4% | -39.6% |
| YTD | -10.7% | -6.7% | -4.0% | -9.7% |
| 1Y | -14.0% | -9.2% | -4.8% | -11.7% |
| 3Y | +244.9% | +1.2% | +243.7% | +189.9% |
| All | +455.9% | -23.1% | +479.1% | +555.5% |
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