+23,796.0%
TYL vs NVS
+1,301.1%
+22,494.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +3.5% | +1.3% | +2.2% | +3.0% |
| 30D | +26.9% | +13.9% | +13.0% | +21.2% |
| 3M | +33.8% | +4.7% | +29.1% | +31.1% |
| 6M | +28.8% | +12.1% | +16.7% | +23.0% |
| YTD | -7.9% | +22.3% | -30.2% | -15.2% |
| 1Y | -9.8% | +33.5% | -43.3% | -19.6% |
| 3Y | +1.2% | +94.7% | -93.6% | -22.5% |
| 5Y | -22.8% | +137.6% | -160.4% | -45.6% |
| 10Y | +168.8% | +254.5% | -85.7% | +61.8% |
| All | +23,796.0% | +1,301.1% | +22,494.9% | +11,429.5% |
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