+104.9%
TYL vs NWSA
+143.8%
-39.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.7% |
| 7D | -7.6% | -2.6% | -5.0% | -6.6% |
| 30D | +11.3% | +4.6% | +6.8% | +9.6% |
| 3M | +14.5% | +10.2% | +4.3% | +10.5% |
| 6M | -7.1% | +21.6% | -28.8% | -13.6% |
| YTD | -23.4% | +14.6% | -38.0% | -27.1% |
| 1Y | -38.6% | +0.4% | -38.9% | -38.8% |
| 3Y | -11.3% | +45.0% | -56.3% | -23.0% |
| 5Y | -28.0% | +41.3% | -69.2% | -38.0% |
| 10Y | +104.9% | +142.8% | -37.9% | +43.5% |
| All | +104.9% | +143.8% | -39.0% | +43.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling