+218.9%
NVO vs TYL
+183.6%
+35.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.3% | +0.8% | +2.4% | +3.1% |
| 30D | +9.2% | +21.1% | -11.9% | +4.3% |
| 3M | -9.8% | +28.9% | -38.7% | -15.2% |
| 6M | -10.4% | +42.0% | -52.5% | -18.1% |
| YTD | -14.1% | -6.6% | -7.5% | -13.9% |
| 1Y | -11.1% | -9.1% | -2.0% | -10.3% |
| 3Y | -54.9% | +1.8% | -56.8% | -56.8% |
| 5Y | -17.4% | -22.9% | +5.5% | -15.5% |
| All | +218.9% | +183.6% | +35.3% | +123.4% |
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 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