+104.0%
TYL vs NVMI
+3,062.9%
-2,958.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -8.6% | +6.9% | -15.5% | -9.8% |
| 30D | +7.5% | -2.8% | +10.4% | +7.7% |
| 3M | +10.9% | -27.3% | +38.3% | +15.2% |
| 6M | -6.7% | -13.7% | +7.0% | -8.5% |
| YTD | -24.5% | +13.8% | -38.4% | -31.3% |
| 1Y | -38.6% | +34.9% | -73.5% | -47.2% |
| 3Y | -12.6% | +213.5% | -226.1% | -46.5% |
| 5Y | -28.2% | +272.5% | -300.7% | -59.2% |
| 10Y | +104.0% | +3,142.4% | -3,038.4% | -24.3% |
| All | +104.0% | +3,062.9% | -2,958.8% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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