+262.9%
NVDL vs TYL
+1.3%
+261.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -24.8% | +0.8% | -25.6% | -24.8% |
| 30D | -48.0% | +21.1% | -69.2% | -49.4% |
| 3M | -51.5% | +28.9% | -80.4% | -53.4% |
| 6M | -54.9% | +42.0% | -96.9% | -58.3% |
| YTD | -39.2% | -6.6% | -32.6% | -32.0% |
| 1Y | -41.1% | -9.1% | -32.0% | -33.4% |
| 3Y | +262.9% | +1.8% | +261.1% | +266.9% |
| All | +262.9% | +1.3% | +261.6% | +266.9% |
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