+155.6%
NVO vs TYL
+102.8%
+52.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.0% |
| 7D | -4.7% | -8.6% | +3.9% | -2.7% |
| 30D | -5.4% | +7.5% | -13.0% | -7.2% |
| 3M | +7.0% | +10.9% | -4.0% | +4.0% |
| 6M | +17.6% | -6.7% | +24.3% | +18.6% |
| YTD | -8.0% | -24.5% | +16.5% | -3.0% |
| 1Y | -13.8% | -38.6% | +24.8% | -4.7% |
| 3Y | -50.3% | -12.6% | -37.6% | -50.7% |
| 5Y | +0.7% | -28.2% | +28.9% | +3.7% |
| 10Y | +155.6% | +104.0% | +51.6% | +88.5% |
| All | +155.6% | +102.8% | +52.8% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling