+1.8%
TYL vs NVDX
+265.5%
-263.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.2% |
| 7D | +0.8% | -24.7% | +25.6% | +1.1% |
| 30D | +21.1% | -48.2% | +69.3% | +22.0% |
| 3M | +28.9% | -51.9% | +80.8% | +29.9% |
| 6M | +42.0% | -55.6% | +97.7% | +43.4% |
| YTD | -6.6% | -41.5% | +34.9% | -7.0% |
| 1Y | -9.1% | -44.0% | +34.9% | -9.4% |
| 3Y | +1.8% | +262.2% | -260.4% | -19.0% |
| All | +1.8% | +265.5% | -263.6% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling