-9.9%
TYL vs UMAC
+2.9%
-12.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -10.9% | +15.6% | +4.3% |
| 7D | +17.3% | -26.0% | +43.3% | +16.1% |
| 30D | +28.9% | -40.3% | +69.2% | +26.9% |
| 3M | +35.1% | -51.1% | +86.2% | +32.5% |
| 6M | +29.3% | -5.6% | +35.0% | +29.2% |
| YTD | -6.8% | +2.3% | -9.1% | -7.6% |
| 1Y | -9.9% | +7.9% | -17.8% | -11.5% |
| All | -9.9% | +2.9% | -12.8% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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