-1.1%
TYL vs NTR
+9.0%
-10.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.5% | -4.0% |
| 7D | -3.7% | +8.1% | -11.8% | -3.6% |
| 30D | +18.7% | +18.8% | 0.0% | +19.0% |
| 3M | +18.1% | +16.2% | +1.9% | +17.7% |
| 6M | -1.1% | +9.8% | -10.9% | -1.6% |
| All | -1.1% | +9.0% | -10.1% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling