+1,662.0%
TYL vs URA
-31.1%
+1,693.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.2% |
| 7D | -3.7% | +1.1% | -4.8% | -3.9% |
| 30D | +18.7% | +7.4% | +11.3% | +16.7% |
| 3M | +18.1% | -8.4% | +26.5% | +19.2% |
| 6M | -1.1% | -12.7% | +11.6% | -0.4% |
| YTD | -19.8% | +7.8% | -27.6% | -24.0% |
| 1Y | -34.3% | +19.5% | -53.8% | -40.3% |
| 3Y | -8.2% | +116.4% | -124.6% | -31.9% |
| 5Y | -25.4% | +134.3% | -159.7% | -47.6% |
| 10Y | +115.6% | +359.3% | -243.7% | +17.6% |
| All | +1,662.0% | -31.1% | +1,693.1% | +1,411.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling