-5.0%
TYL vs UMAC
+237.0%
-242.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +13.3% | -13.8% | -0.5% |
| 7D | +3.5% | -5.5% | +9.1% | +3.5% |
| 30D | +26.9% | -35.3% | +62.2% | +26.8% |
| 3M | +33.8% | -48.4% | +82.2% | +33.7% |
| 6M | +28.8% | +0.4% | +28.4% | +28.3% |
| YTD | -7.9% | +5.8% | -13.7% | -8.5% |
| 1Y | -9.8% | +27.3% | -37.1% | -10.6% |
| All | -5.0% | +237.0% | -242.0% | -8.7% |
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