+187.8%
TYL vs NTRS
+189.6%
-1.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.8% | +3.2% | -2.3% | 0.0% |
| 30D | +21.1% | +9.6% | +11.5% | +18.0% |
| 3M | +28.9% | -6.0% | +34.9% | +30.7% |
| 6M | +42.0% | +10.4% | +31.6% | +37.3% |
| YTD | -6.6% | +32.5% | -39.0% | -14.8% |
| 1Y | -9.1% | +41.2% | -50.3% | -18.6% |
| 3Y | +1.8% | +173.4% | -171.6% | -26.5% |
| 5Y | -22.9% | +65.0% | -87.9% | -36.7% |
| All | +187.8% | +189.6% | -1.8% | +104.9% |
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