+244.4%
NXT vs TYL
+26.2%
+218.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +15.1% | +3.5% | +11.6% | +15.2% |
| 30D | +21.8% | +26.9% | -5.1% | +23.0% |
| 3M | +1.6% | +33.8% | -32.3% | +2.9% |
| 6M | -16.7% | +28.8% | -45.5% | -15.4% |
| YTD | +20.4% | -7.9% | +28.3% | +26.7% |
| 1Y | +0.2% | -9.8% | +10.0% | +5.9% |
| 3Y | +208.7% | +1.2% | +207.5% | +185.6% |
| All | +244.4% | +26.2% | +218.1% | +178.3% |
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