-38.6%
TYL vs NVS
+10.4%
-48.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -13.9% | +9.5% | -2.0% |
| 7D | -7.6% | -14.6% | +7.0% | -5.1% |
| 30D | +11.3% | -11.9% | +23.2% | +13.8% |
| 3M | +14.5% | -6.0% | +20.5% | +17.1% |
| 6M | -7.1% | -11.4% | +4.2% | -4.3% |
| YTD | -23.4% | +2.9% | -26.3% | -24.5% |
| 1Y | -38.6% | +10.2% | -48.8% | -41.0% |
| All | -38.6% | +10.4% | -48.9% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling