+181.1%
NVT vs TYL
-6.4%
+187.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +2.4% |
| 7D | +5.1% | -3.7% | +8.8% | +4.9% |
| 30D | -3.7% | +18.7% | -22.4% | -2.9% |
| 3M | -10.1% | +18.1% | -28.3% | -9.3% |
| 6M | +37.5% | -1.1% | +38.6% | +41.4% |
| YTD | +53.7% | -19.8% | +73.5% | +65.7% |
| 1Y | +70.9% | -34.3% | +105.2% | +96.1% |
| All | +181.1% | -6.4% | +187.6% | +179.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling