+91.6%
NXT vs TYL
-8.1%
+99.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +0.9% |
| 7D | -1.1% | -3.7% | +2.6% | -1.4% |
| 30D | -15.3% | +18.7% | -34.1% | -14.1% |
| 3M | -43.8% | +18.1% | -61.9% | -42.8% |
| 6M | -18.7% | -1.1% | -17.5% | -16.8% |
| YTD | -3.0% | -19.8% | +16.8% | +1.2% |
| 1Y | +22.7% | -34.3% | +57.0% | +32.2% |
| All | +91.6% | -8.1% | +99.7% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling