+11,855.1%
TYL vs NTRS
+7,620.3%
+4,234.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.5% | -4.2% |
| 7D | -7.6% | +1.7% | -9.3% | -8.1% |
| 30D | +11.3% | +0.1% | +11.2% | +11.2% |
| 3M | +14.5% | +9.8% | +4.7% | +10.9% |
| 6M | -7.1% | +34.7% | -41.8% | -16.0% |
| YTD | -23.4% | +37.4% | -60.8% | -31.2% |
| 1Y | -38.6% | +48.2% | -86.7% | -46.2% |
| 3Y | -11.3% | +163.5% | -174.8% | -36.4% |
| 5Y | -28.0% | +88.2% | -116.2% | -43.5% |
| 10Y | +104.9% | +246.8% | -142.0% | +24.2% |
| All | +11,855.1% | +7,620.3% | +4,234.8% | +4,410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling