-10.0%
TYL vs NVS
+33.1%
-43.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +3.5% | +1.3% | +2.2% | +3.2% |
| 30D | +26.9% | +13.9% | +13.0% | +23.7% |
| 3M | +33.8% | +4.7% | +29.1% | +32.2% |
| 6M | +28.8% | +12.1% | +16.7% | +27.5% |
| YTD | -7.9% | +22.3% | -30.2% | -12.6% |
| All | -10.0% | +33.1% | -43.1% | -16.7% |
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