+4.3%
TYL vs URA
+30.2%
-26.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +7.0% | +1.5% |
| 7D | +15.1% | -13.3% | +28.4% | +14.6% |
| 30D | +30.1% | -25.9% | +55.9% | +29.2% |
| 3M | +40.4% | -27.8% | +68.1% | +39.3% |
| 6M | +31.3% | -42.8% | +74.1% | +31.1% |
| YTD | -5.2% | -27.5% | +22.3% | -6.7% |
| 1Y | -6.6% | -35.1% | +28.5% | -7.5% |
| All | +4.3% | +30.2% | -26.0% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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