+170.3%
TYL vs NWSA
+157.9%
+12.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | +6.7% | -9.4% | +16.0% | +10.1% |
| 30D | +26.5% | -7.8% | +34.3% | +29.8% |
| 3M | +37.3% | -10.8% | +48.0% | +42.7% |
| 6M | +31.2% | +1.1% | +30.1% | +30.2% |
| YTD | -7.4% | +1.8% | -9.2% | -8.3% |
| 1Y | -9.6% | +6.0% | -15.6% | -11.9% |
| 3Y | +1.9% | +24.6% | -22.7% | -6.9% |
| 5Y | -21.1% | +13.1% | -34.3% | -27.5% |
| All | +170.3% | +157.9% | +12.5% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling