+442,871.5%
NVDA vs TYL
+8,589.0%
+434,282.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.2% |
| 7D | -8.5% | -1.6% | -6.9% | -8.1% |
| 30D | -27.3% | +22.1% | -49.4% | -31.3% |
| 3M | -25.8% | +33.4% | -59.1% | -31.8% |
| 6M | -24.6% | +36.8% | -61.4% | -32.1% |
| YTD | -10.7% | -6.7% | -4.0% | -12.1% |
| 1Y | -14.0% | -9.2% | -4.8% | -14.9% |
| 3Y | +244.9% | +1.2% | +243.7% | +228.5% |
| 5Y | +449.3% | -23.0% | +472.3% | +470.6% |
| 10Y | +7,600.6% | +182.0% | +7,418.6% | +6,033.8% |
| All | +442,871.5% | +8,589.0% | +434,282.4% | +201,110.6% |
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