+180.7%
TYL vs NWSA
+151.0%
+29.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +4.3% | -9.7% | +14.0% | +7.8% |
| 30D | +28.0% | -8.6% | +36.6% | +31.7% |
| 3M | +32.3% | -6.3% | +38.6% | +35.1% |
| 6M | +29.9% | -1.2% | +31.1% | +30.0% |
| YTD | -7.1% | +2.6% | -9.8% | -8.4% |
| 1Y | -9.2% | 0.0% | -9.3% | -9.6% |
| 3Y | +0.7% | +30.1% | -29.4% | -9.4% |
| 5Y | -21.1% | +18.3% | -39.4% | -28.4% |
| All | +180.7% | +151.0% | +29.7% | +98.3% |
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