+5,054.4%
TYL vs NVMI
+1,967.2%
+3,087.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.5% | -9.5% | -4.4% |
| 7D | -3.7% | +6.6% | -10.3% | -4.2% |
| 30D | +18.7% | -7.5% | +26.3% | +19.3% |
| 3M | +18.1% | -28.5% | +46.6% | +20.2% |
| 6M | -1.1% | -15.7% | +14.6% | -1.4% |
| YTD | -19.8% | +13.3% | -33.1% | -22.2% |
| 1Y | -34.3% | +48.3% | -82.6% | -38.0% |
| 3Y | -8.2% | +191.2% | -199.5% | -20.1% |
| 5Y | -25.4% | +268.7% | -294.1% | -36.5% |
| 10Y | +115.6% | +3,034.8% | -2,919.2% | +58.9% |
| All | +5,054.4% | +1,967.2% | +3,087.2% | +3,734.7% |
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 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