-22.1%
TYL vs UMAC
+508.0%
-530.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -1.5% |
| 7D | -8.6% | +3.3% | -11.9% | -8.6% |
| 30D | +7.5% | -10.4% | +17.9% | +7.5% |
| 3M | +10.9% | +1.8% | +9.2% | +11.0% |
| 6M | -6.7% | +40.7% | -47.5% | -7.0% |
| YTD | -24.5% | +90.9% | -115.4% | -25.0% |
| 1Y | -38.6% | +151.8% | -190.4% | -39.2% |
| All | -22.1% | +508.0% | -530.1% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling