+1.2%
TYL vs NVS
+92.9%
-91.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +23.5% |
| 3M | +33.8% | +4.7% | +29.1% | +32.2% |
| 6M | +28.8% | +12.1% | +16.7% | +25.9% |
| YTD | -7.9% | +22.3% | -30.2% | -12.1% |
| 1Y | -9.8% | +33.5% | -43.3% | -15.7% |
| 3Y | +1.2% | +94.7% | -93.6% | -15.4% |
| All | +1.2% | +92.9% | -91.7% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling