-10.3%
TYL vs NTR
+25.0%
-35.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +4.3% | +4.1% | +0.2% | +4.0% |
| 30D | +28.0% | +7.0% | +21.0% | +27.3% |
| 3M | +32.3% | +9.7% | +22.7% | +31.4% |
| 6M | +29.9% | +7.4% | +22.5% | +29.0% |
| YTD | -7.1% | +19.8% | -26.9% | -9.7% |
| All | -10.3% | +25.0% | -35.3% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling