+512.2%
NVT vs TYL
+85.8%
+426.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.6% |
| 7D | +3.5% | +0.5% | +2.9% | +3.3% |
| 30D | -28.2% | +25.2% | -53.3% | -32.1% |
| 3M | -30.1% | +31.8% | -61.8% | -35.3% |
| 6M | -32.5% | +36.3% | -68.7% | -39.2% |
| YTD | +15.2% | -6.3% | +21.5% | +15.6% |
| 1Y | +7.2% | -9.5% | +16.7% | +8.9% |
| 3Y | +134.2% | +1.6% | +132.6% | +121.0% |
| 5Y | +238.3% | -21.8% | +260.1% | +248.0% |
| All | +512.2% | +85.8% | +426.4% | +281.9% |
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