-38.6%
TYL vs USHY
+4.0%
-42.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +14.3% |
| 6M | -7.1% | +2.6% | -9.8% | -8.1% |
| YTD | -23.4% | +2.4% | -25.8% | -23.8% |
| 1Y | -38.6% | +4.2% | -42.8% | -40.4% |
| All | -38.6% | +4.0% | -42.6% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling