+20,701.7%
TYL vs NVS
+1,269.4%
+19,432.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.3% |
| 7D | -3.7% | +4.0% | -7.7% | -5.0% |
| 30D | +18.7% | +3.6% | +15.1% | +17.1% |
| 3M | +18.1% | +7.8% | +10.3% | +14.8% |
| 6M | -1.1% | -0.2% | -0.9% | -1.6% |
| YTD | -19.8% | +19.6% | -39.4% | -25.4% |
| 1Y | -34.3% | +28.4% | -62.7% | -40.6% |
| 3Y | -8.2% | +76.2% | -84.4% | -26.9% |
| 5Y | -25.4% | +111.1% | -136.5% | -45.0% |
| 10Y | +115.6% | +224.3% | -108.7% | +34.2% |
| All | +20,701.7% | +1,269.4% | +19,432.3% | +10,050.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling