-24.8%
TYL vs NVS
+113.6%
-138.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.5% |
| 7D | -3.7% | +4.0% | -7.7% | -4.6% |
| 30D | +18.7% | +3.6% | +15.1% | +17.6% |
| 3M | +18.1% | +7.8% | +10.3% | +15.9% |
| 6M | -1.1% | -0.2% | -0.9% | -1.2% |
| YTD | -19.8% | +19.6% | -39.4% | -24.0% |
| 1Y | -34.3% | +28.4% | -62.7% | -39.1% |
| 3Y | -8.2% | +76.2% | -84.4% | -24.1% |
| All | -24.8% | +113.6% | -138.4% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling