+138.1%
TYL vs NTR
+82.2%
+56.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | +25.2% | +5.4% | +19.8% | +24.1% |
| 3M | +31.8% | +7.3% | +24.5% | +30.2% |
| 6M | +36.3% | +2.2% | +34.1% | +35.5% |
| YTD | -6.3% | +18.9% | -25.2% | -9.6% |
| 1Y | -9.5% | +23.7% | -33.2% | -13.4% |
| 3Y | +1.6% | +47.5% | -45.9% | -6.8% |
| 5Y | -21.8% | +22.0% | -43.8% | -28.5% |
| All | +138.1% | +82.2% | +56.0% | +96.3% |
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