-34.3%
TYL vs UMAC
+164.0%
-198.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -1.0% | -4.1% |
| 7D | -3.7% | -0.9% | -2.8% | -3.7% |
| 30D | +18.7% | -7.7% | +26.4% | +18.7% |
| 3M | +18.1% | -26.4% | +44.6% | +18.7% |
| 6M | -1.1% | +61.9% | -63.0% | 0.0% |
| YTD | -19.8% | +86.5% | -106.3% | -19.0% |
| 1Y | -34.3% | +156.3% | -190.6% | -36.6% |
| All | -34.3% | +164.0% | -198.3% | -36.6% |
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