+5,821.1%
TYL vs NVMI
+1,751.3%
+4,069.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -1.0% |
| 7D | +3.5% | +9.6% | -6.1% | +2.7% |
| 30D | +26.9% | -5.6% | +32.5% | +27.1% |
| 3M | +33.8% | -15.2% | +49.0% | +34.8% |
| 6M | +28.8% | -36.1% | +64.9% | +31.3% |
| YTD | -7.9% | +1.5% | -9.4% | -10.2% |
| 1Y | -9.8% | +8.3% | -18.1% | -12.7% |
| 3Y | +1.2% | +212.6% | -211.4% | -12.8% |
| 5Y | -22.8% | +158.4% | -181.2% | -32.7% |
| 10Y | +168.8% | +2,587.4% | -2,418.6% | +99.5% |
| All | +5,821.1% | +1,751.3% | +4,069.8% | +4,324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling