-50.9%
NVDL vs TYL
+33.3%
-84.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.5% | -8.5% | -9.2% |
| 7D | -17.5% | -1.6% | -15.9% | -18.2% |
| 30D | -49.2% | +22.1% | -71.3% | -42.9% |
| 3M | -49.0% | +33.4% | -82.3% | -38.8% |
| 6M | -50.9% | +36.8% | -87.7% | -37.4% |
| All | -50.9% | +33.3% | -84.3% | -37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling