+489.9%
NVT vs TYL
+84.2%
+405.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -13.0% | +4.3% | -17.3% | -13.9% |
| 30D | -32.7% | +28.0% | -60.7% | -36.8% |
| 3M | -30.6% | +32.3% | -62.9% | -35.9% |
| 6M | -33.6% | +29.9% | -63.5% | -39.4% |
| YTD | +11.0% | -7.1% | +18.1% | +11.6% |
| 1Y | +0.8% | -9.2% | +10.0% | +2.0% |
| 3Y | +125.7% | +0.7% | +125.0% | +113.3% |
| 5Y | +231.1% | -21.1% | +252.2% | +238.5% |
| All | +489.9% | +84.2% | +405.8% | +268.7% |
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