+497,379.8%
NVDA vs TYL
+8,526.9%
+488,852.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.4% |
| 7D | -8.8% | +6.7% | -15.5% | -10.5% |
| 30D | -21.4% | +26.5% | -47.9% | -26.5% |
| 3M | -14.7% | +37.3% | -52.0% | -22.3% |
| 6M | -10.0% | +31.2% | -41.1% | -18.1% |
| YTD | +0.3% | -7.4% | +7.7% | -1.1% |
| 1Y | -0.5% | -9.6% | +9.0% | -1.5% |
| 3Y | +309.2% | +1.9% | +307.3% | +288.9% |
| 5Y | +530.1% | -21.1% | +551.2% | +551.1% |
| 10Y | +11,159.1% | +171.8% | +10,987.3% | +8,938.4% |
| All | +497,379.8% | +8,526.9% | +488,852.9% | +226,286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling