+91.3%
TYL vs USHY
+50.7%
+40.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.4% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | +11.3% | 0.0% | +11.3% | +11.3% |
| 3M | +14.5% | +1.2% | +13.3% | +12.4% |
| 6M | -7.1% | +2.6% | -9.8% | -11.2% |
| YTD | -23.4% | +2.4% | -25.8% | -26.5% |
| 1Y | -38.6% | +4.2% | -42.8% | -42.7% |
| 3Y | -11.3% | +28.0% | -39.3% | -40.5% |
| 5Y | -28.0% | +21.8% | -49.7% | -47.4% |
| All | +91.3% | +50.7% | +40.6% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling