+87.7%
TYL vs NTR
+98.7%
-10.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.7% |
| 7D | -11.5% | -2.5% | -9.1% | -11.2% |
| 30D | +3.9% | +17.0% | -13.1% | +1.3% |
| 3M | +10.8% | +22.2% | -11.4% | +7.2% |
| 6M | -5.3% | +5.2% | -10.5% | -6.6% |
| YTD | -26.1% | +29.7% | -55.8% | -29.7% |
| 1Y | -38.5% | +39.4% | -77.9% | -42.4% |
| 3Y | -14.5% | +38.2% | -52.6% | -20.6% |
| 5Y | -28.9% | +47.6% | -76.5% | -37.3% |
| All | +87.7% | +98.7% | -10.9% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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