+227.7%
NXT vs TYL
+27.3%
+200.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.7% | -4.8% |
| 7D | +4.0% | +4.3% | -0.4% | +4.1% |
| 30D | +15.9% | +28.0% | -12.0% | +17.1% |
| 3M | -3.0% | +32.3% | -35.3% | -1.8% |
| 6M | -20.7% | +29.9% | -50.6% | -19.4% |
| YTD | +14.6% | -7.1% | +21.7% | +20.6% |
| 1Y | -7.1% | -9.2% | +2.1% | -1.8% |
| 3Y | +189.4% | +0.7% | +188.7% | +169.4% |
| All | +227.7% | +27.3% | +200.4% | +165.0% |
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