+103.7%
TYL vs NTR
+100.5%
+3.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.5% | -3.8% |
| 7D | -3.7% | +8.1% | -11.8% | -4.9% |
| 30D | +18.7% | +18.8% | 0.0% | +15.5% |
| 3M | +18.1% | +16.2% | +1.9% | +15.2% |
| 6M | -1.1% | +9.8% | -10.9% | -3.1% |
| YTD | -19.8% | +30.9% | -50.7% | -23.8% |
| 1Y | -34.3% | +41.8% | -76.1% | -38.6% |
| 3Y | -8.2% | +35.8% | -44.0% | -14.5% |
| 5Y | -25.4% | +51.0% | -76.5% | -34.6% |
| All | +103.7% | +100.5% | +3.2% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling