-22.4%
TYL vs URA
+33.4%
-55.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.9% |
| 7D | +6.7% | -4.1% | +10.8% | +7.2% |
| 30D | +26.5% | -19.0% | +45.6% | +30.0% |
| 3M | +37.3% | -25.1% | +62.4% | +42.2% |
| 6M | +31.2% | -44.5% | +75.6% | +42.4% |
| YTD | -7.4% | -24.3% | +17.0% | -7.6% |
| 1Y | -9.6% | -28.1% | +18.6% | -9.0% |
| 3Y | +1.9% | +40.7% | -38.8% | -22.3% |
| All | -22.4% | +33.4% | -55.8% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling