+37.5%
NVTS vs TYL
-8.1%
+45.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.0% | +10.3% | +6.4% |
| 7D | +2.7% | -3.7% | +6.4% | +2.7% |
| 30D | -4.5% | +18.7% | -23.2% | -5.3% |
| 3M | -61.5% | +18.1% | -79.7% | -62.0% |
| 6M | +28.0% | -1.1% | +29.1% | +32.5% |
| YTD | +65.3% | -19.8% | +85.1% | +89.5% |
| 1Y | +113.0% | -34.3% | +147.3% | +173.5% |
| All | +37.5% | -8.1% | +45.7% | +25.7% |
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 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