-23.2%
TYL vs URA
+27.7%
-50.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | 0.0% |
| 7D | -1.6% | +4.5% | -6.0% | -2.2% |
| 30D | +22.1% | -13.4% | +35.5% | +24.2% |
| 3M | +33.4% | -28.4% | +61.8% | +39.0% |
| 6M | +36.8% | -40.5% | +77.3% | +46.5% |
| YTD | -6.7% | -24.3% | +17.6% | -7.0% |
| 1Y | -9.2% | -28.8% | +19.6% | -8.5% |
| 3Y | +1.2% | +37.6% | -36.4% | -22.2% |
| All | -23.2% | +27.7% | -50.8% | -45.3% |
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