+2,788.3%
NVDL vs TYL
+7.2%
+2,781.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.7% | +3.1% |
| 7D | +11.7% | -3.7% | +15.4% | +13.1% |
| 30D | +7.8% | +18.7% | -10.9% | +0.7% |
| 3M | +3.3% | +18.1% | -14.8% | -5.8% |
| 6M | +38.9% | -1.1% | +40.0% | +38.5% |
| YTD | +28.5% | -19.8% | +48.3% | +46.4% |
| 1Y | +40.6% | -34.3% | +74.9% | +85.9% |
| 3Y | +648.7% | -8.2% | +656.9% | +601.6% |
| All | +2,788.3% | +7.2% | +2,781.1% | +2,035.3% |
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