-34.3%
TYL vs NWSA
+5.5%
-39.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -2.8% |
| 7D | -3.7% | -1.9% | -1.8% | -2.4% |
| 30D | +18.7% | +4.6% | +14.2% | +15.2% |
| 3M | +18.1% | +13.2% | +4.9% | +8.7% |
| 6M | -1.1% | +27.0% | -28.1% | -15.2% |
| YTD | -19.8% | +16.8% | -36.6% | -28.4% |
| 1Y | -34.3% | +4.5% | -38.8% | -37.2% |
| All | -34.3% | +5.5% | -39.8% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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