+1,323.1%
NVDL vs TYL
+24.7%
+1,298.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.5% | -8.5% | -8.8% |
| 7D | -17.5% | -1.6% | -15.9% | -17.1% |
| 30D | -49.2% | +22.1% | -71.3% | -52.8% |
| 3M | -49.0% | +33.4% | -82.3% | -54.4% |
| 6M | -50.9% | +36.8% | -87.7% | -57.8% |
| YTD | -36.7% | -6.7% | -30.0% | -31.9% |
| 1Y | -43.0% | -9.2% | -33.8% | -37.8% |
| 3Y | +281.1% | +1.2% | +280.0% | +256.5% |
| All | +1,323.1% | +24.7% | +1,298.4% | +892.7% |
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