+226.9%
NXT vs TYL
+29.9%
+197.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -6.6% |
| 7D | +24.7% | +15.1% | +9.6% | +25.4% |
| 30D | +13.0% | +30.1% | -17.0% | +14.2% |
| 3M | -0.2% | +40.4% | -40.6% | +1.2% |
| 6M | -19.3% | +31.3% | -50.5% | -17.9% |
| YTD | +14.3% | -5.2% | +19.5% | +20.4% |
| 1Y | -11.0% | -6.6% | -4.4% | -6.0% |
| 3Y | +167.8% | +3.4% | +164.4% | +148.7% |
| All | +226.9% | +29.9% | +197.0% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling