-7.8%
NVTS vs TYL
-28.3%
+20.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.0% | +10.3% | +8.5% |
| 7D | +2.7% | -3.7% | +6.4% | +4.5% |
| 30D | -4.5% | +18.7% | -23.2% | -14.5% |
| 3M | -61.5% | +18.1% | -79.7% | -67.0% |
| 6M | +28.0% | -1.1% | +29.1% | +20.1% |
| YTD | +65.3% | -19.8% | +85.1% | +82.2% |
| 1Y | +113.0% | -34.3% | +147.3% | +178.9% |
| 3Y | +34.7% | -8.2% | +42.9% | +13.6% |
| All | -7.8% | -28.3% | +20.5% | +1.6% |
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 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