-25.3%
NVTS vs TYL
-16.5%
-8.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.8% |
| 7D | +21.6% | -1.6% | +23.2% | +22.4% |
| 30D | -8.5% | +22.1% | -30.6% | -18.4% |
| 3M | -31.4% | +33.4% | -64.7% | -43.0% |
| 6M | -50.3% | +36.8% | -87.1% | -62.2% |
| YTD | +33.9% | -6.7% | +40.6% | +34.1% |
| 1Y | +10.6% | -9.2% | +19.9% | +13.1% |
| 3Y | +52.7% | +1.2% | +51.5% | +24.9% |
| 5Y | -48.5% | -23.0% | -25.5% | -48.5% |
| All | -25.3% | -16.5% | -8.8% | -25.2% |
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 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