+2,672.5%
NVDL vs TYL
+2.4%
+2,670.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.4% | -2.4% |
| 7D | +7.3% | -7.6% | +14.9% | +10.4% |
| 30D | -0.7% | +11.3% | -12.0% | -5.0% |
| 3M | +9.5% | +14.5% | -5.0% | +0.9% |
| 6M | +41.6% | -7.1% | +48.8% | +45.3% |
| YTD | +23.3% | -23.4% | +46.7% | +43.0% |
| 1Y | +40.3% | -38.6% | +78.8% | +92.6% |
| 3Y | +692.2% | -11.3% | +703.5% | +645.0% |
| All | +2,672.5% | +2.4% | +2,670.2% | +1,985.0% |
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