+180.8%
TYL vs NVS
+256.0%
-75.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.3% | +2.5% | +1.8% | +3.4% |
| 30D | +28.0% | +13.6% | +14.4% | +22.3% |
| 3M | +32.3% | +4.1% | +28.2% | +29.9% |
| 6M | +29.9% | +11.8% | +18.1% | +24.1% |
| YTD | -7.1% | +22.0% | -29.1% | -14.7% |
| 1Y | -9.2% | +32.3% | -41.5% | -19.2% |
| 3Y | +0.7% | +93.6% | -92.9% | -24.6% |
| 5Y | -21.1% | +136.7% | -157.8% | -46.9% |
| 10Y | +180.8% | +254.6% | -73.8% | +59.1% |
| All | +180.8% | +256.0% | -75.2% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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