-3.7%
TYL vs UMAC
+182.0%
-185.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +0.1% |
| 7D | +0.8% | -5.2% | +6.0% | +0.8% |
| 30D | +21.1% | -36.4% | +57.5% | +20.9% |
| 3M | +28.9% | -58.6% | +87.5% | +28.7% |
| 6M | +42.0% | -24.6% | +66.7% | +41.4% |
| YTD | -6.6% | -11.5% | +4.9% | -7.3% |
| 1Y | -9.1% | +16.9% | -26.0% | -10.0% |
| All | -3.7% | +182.0% | -185.7% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling