-28.9%
TYL vs NTRS
+88.8%
-117.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.6% |
| 7D | -11.5% | +0.3% | -11.9% | -11.6% |
| 30D | +3.9% | +0.2% | +3.7% | +3.7% |
| 3M | +10.8% | +13.2% | -2.4% | +5.8% |
| 6M | -5.3% | +36.9% | -42.2% | -16.0% |
| YTD | -26.1% | +39.1% | -65.2% | -34.9% |
| 1Y | -38.5% | +50.4% | -89.0% | -47.5% |
| 3Y | -14.5% | +166.8% | -181.2% | -43.6% |
| 5Y | -28.9% | +92.9% | -121.8% | -45.2% |
| All | -28.9% | +88.8% | -117.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling