-11.3%
TYL vs NVMI
+212.4%
-223.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.4% |
| 7D | -7.6% | +11.7% | -19.3% | -7.4% |
| 30D | +11.3% | -4.0% | +15.4% | +11.3% |
| 3M | +14.5% | -25.8% | +40.3% | +14.1% |
| 6M | -7.1% | -8.3% | +1.2% | -9.2% |
| YTD | -23.4% | +14.8% | -38.2% | -26.3% |
| 1Y | -38.6% | +37.9% | -76.4% | -42.2% |
| 3Y | -11.3% | +216.3% | -227.6% | -32.7% |
| All | -11.3% | +212.4% | -223.7% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling