-28.0%
TYL vs NTR
+51.1%
-79.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.6% |
| 7D | -7.6% | +3.8% | -11.4% | -8.0% |
| 30D | +11.3% | +25.2% | -13.9% | +8.3% |
| 3M | +14.5% | +21.0% | -6.5% | +11.7% |
| 6M | -7.1% | +7.6% | -14.7% | -8.4% |
| YTD | -23.4% | +32.9% | -56.2% | -26.6% |
| 1Y | -38.6% | +43.1% | -81.6% | -41.8% |
| 3Y | -11.3% | +41.6% | -52.9% | -16.7% |
| 5Y | -28.0% | +54.8% | -82.7% | -38.0% |
| All | -28.0% | +51.1% | -79.1% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling