-7.7%
TYL vs NVDX
+833.4%
-841.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.9% | -0.5% | -4.4% |
| 7D | -7.6% | +7.3% | -14.9% | -7.8% |
| 30D | +11.3% | -0.9% | +12.2% | +11.2% |
| 3M | +14.5% | +8.4% | +6.1% | +14.0% |
| 6M | -7.1% | +38.2% | -45.3% | -8.8% |
| YTD | -23.4% | +19.3% | -42.7% | -24.5% |
| 1Y | -38.6% | +33.3% | -71.8% | -40.1% |
| All | -7.7% | +833.4% | -841.1% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling