-38.6%
TYL vs UMAC
+168.1%
-206.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +9.3% | -13.8% | -4.2% |
| 7D | -7.6% | +14.7% | -22.3% | -7.3% |
| 30D | +11.3% | -0.5% | +11.8% | +11.5% |
| 3M | +14.5% | +0.5% | +14.0% | +15.6% |
| 6M | -7.1% | +57.9% | -65.1% | -5.7% |
| YTD | -23.4% | +103.9% | -127.3% | -22.3% |
| 1Y | -38.6% | +159.3% | -197.8% | -40.3% |
| All | -38.6% | +168.1% | -206.7% | -40.3% |
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