+0.7%
NVO vs TYL
-29.1%
+29.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.1% |
| 7D | -4.7% | -8.6% | +3.9% | -3.1% |
| 30D | -5.4% | +7.5% | -13.0% | -6.8% |
| 3M | +7.0% | +10.9% | -4.0% | +4.7% |
| 6M | +17.6% | -6.7% | +24.3% | +18.4% |
| YTD | -8.0% | -24.5% | +16.5% | -4.2% |
| 1Y | -13.8% | -38.6% | +24.8% | -7.1% |
| 3Y | -50.3% | -12.6% | -37.6% | -50.7% |
| 5Y | +0.7% | -28.2% | +28.9% | +6.6% |
| All | +0.7% | -29.1% | +29.8% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling