-9.9%
TYL vs NTRS
+43.5%
-53.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +4.6% |
| 7D | +17.3% | +3.6% | +13.7% | +17.1% |
| 30D | +28.9% | +4.3% | +24.6% | +28.7% |
| 3M | +35.1% | -1.9% | +37.0% | +34.6% |
| 6M | +29.3% | +11.4% | +17.9% | +26.3% |
| YTD | -6.8% | +32.3% | -39.1% | -11.5% |
| 1Y | -9.9% | +42.5% | -52.4% | -15.1% |
| All | -9.9% | +43.5% | -53.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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