+730.1%
NVT vs TYL
+49.7%
+680.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | +7.0% | -8.6% | +15.6% | +9.3% |
| 30D | -2.3% | +7.5% | -9.9% | -4.6% |
| 3M | -3.1% | +10.9% | -14.0% | -7.3% |
| 6M | +47.0% | -6.7% | +53.7% | +46.9% |
| YTD | +56.2% | -24.5% | +80.7% | +66.2% |
| 1Y | +74.5% | -38.6% | +113.2% | +100.6% |
| 3Y | +184.0% | -12.6% | +196.6% | +176.0% |
| 5Y | +410.8% | -28.2% | +439.0% | +425.6% |
| All | +730.1% | +49.7% | +680.5% | +448.9% |
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