+244.4%
NXT vs TYL
+27.0%
+217.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +5.3% |
| 7D | +32.2% | +6.7% | +25.6% | +32.5% |
| 30D | +21.9% | +26.5% | -4.6% | +23.1% |
| 3M | +6.6% | +37.3% | -30.7% | +8.0% |
| 6M | -16.8% | +31.2% | -48.0% | -15.5% |
| YTD | +20.4% | -7.4% | +27.8% | +26.7% |
| 1Y | -1.5% | -9.6% | +8.0% | +4.1% |
| 3Y | +182.4% | +1.9% | +180.5% | +161.1% |
| All | +244.4% | +27.0% | +217.4% | +178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling