+98.6%
TYL vs NTRS
+259.9%
-161.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -7.5% | +1.4% | -8.9% | -7.9% |
| 30D | +6.0% | -0.7% | +6.6% | +6.1% |
| 3M | +13.9% | +11.3% | +2.6% | +10.3% |
| 6M | -3.3% | +35.5% | -38.9% | -12.0% |
| YTD | -25.8% | +40.6% | -66.4% | -33.2% |
| 1Y | -39.2% | +49.2% | -88.4% | -46.3% |
| 3Y | -13.2% | +167.2% | -180.4% | -36.6% |
| 5Y | -28.6% | +94.9% | -123.6% | -43.6% |
| All | +98.6% | +259.9% | -161.3% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling