-25.2%
NVTS vs TYL
-17.6%
-7.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.6% | +11.8% | +11.5% |
| 7D | +20.8% | +3.5% | +17.3% | +18.5% |
| 30D | -11.1% | +26.9% | -38.0% | -22.5% |
| 3M | -31.0% | +33.8% | -64.9% | -43.0% |
| 6M | -47.4% | +28.8% | -76.2% | -58.4% |
| YTD | +34.2% | -7.9% | +42.1% | +35.2% |
| 1Y | +22.2% | -9.8% | +32.0% | +24.8% |
| 3Y | +68.4% | +1.2% | +67.2% | +36.5% |
| 5Y | -39.0% | -22.8% | -16.2% | -38.6% |
| All | -25.2% | -17.6% | -7.6% | -24.6% |
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