+29,444.6%
NVO vs TYL
+14,670.5%
+14,774.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +0.9% | -1.6% | +2.4% | +1.0% |
| 30D | +6.8% | +22.1% | -15.3% | +5.5% |
| 3M | -11.3% | +33.4% | -44.6% | -12.9% |
| 6M | -12.4% | +36.8% | -49.2% | -14.2% |
| YTD | -16.1% | -6.7% | -9.4% | -16.1% |
| 1Y | -15.1% | -9.2% | -5.9% | -14.9% |
| 3Y | -56.2% | +1.2% | -57.4% | -56.5% |
| 5Y | -19.4% | -23.0% | +3.6% | -19.2% |
| 10Y | +207.0% | +182.0% | +25.0% | +187.1% |
| All | +29,444.6% | +14,670.5% | +14,774.1% | +22,865.2% |
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