+430.9%
NVT vs TYL
-28.2%
+459.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.6% | +4.8% |
| 7D | +10.4% | -7.6% | +18.0% | +11.6% |
| 30D | -1.3% | +11.3% | -12.6% | -3.3% |
| 3M | -0.6% | +14.5% | -15.1% | -4.1% |
| 6M | +53.8% | -7.1% | +60.9% | +55.5% |
| YTD | +60.2% | -23.4% | +83.6% | +70.7% |
| 1Y | +76.8% | -38.6% | +115.3% | +103.7% |
| 3Y | +191.2% | -11.3% | +202.5% | +184.4% |
| 5Y | +430.9% | -28.0% | +458.9% | +462.2% |
| All | +430.9% | -28.2% | +459.1% | +462.2% |
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 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