+198.6%
NXPI vs TYL
+115.8%
+82.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +3.1% |
| 7D | +1.9% | -3.7% | +5.6% | +3.6% |
| 30D | -1.4% | +18.7% | -20.2% | -9.4% |
| 3M | -29.1% | +18.1% | -47.2% | -36.0% |
| 6M | +6.2% | -1.1% | +7.3% | +3.7% |
| YTD | +5.9% | -19.8% | +25.7% | +13.9% |
| 1Y | +2.9% | -34.3% | +37.2% | +23.3% |
| 3Y | +14.5% | -8.2% | +22.7% | +10.1% |
| 5Y | +17.1% | -25.4% | +42.5% | +24.2% |
| All | +198.6% | +115.8% | +82.8% | +122.8% |
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