+12.9%
TYL vs NVDX
+423.8%
-410.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.0% | -5.1% | +0.8% |
| 7D | +0.5% | -26.1% | +26.7% | +0.9% |
| 30D | +25.2% | -43.3% | +68.5% | +26.2% |
| 3M | +31.8% | -41.0% | +72.8% | +32.6% |
| 6M | +36.3% | -46.3% | +82.6% | +37.3% |
| YTD | -6.3% | -33.1% | +26.8% | -6.8% |
| 1Y | -9.5% | -40.1% | +30.7% | -9.6% |
| 3Y | +1.6% | +319.0% | -317.3% | -23.5% |
| All | +12.9% | +423.8% | -410.9% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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