-22.4%
TYL vs USHY
+18.6%
-41.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +6.7% | -0.3% | +6.9% | +7.2% |
| 30D | +26.5% | 0.0% | +26.5% | +26.4% |
| 3M | +37.3% | -1.8% | +39.1% | +42.2% |
| 6M | +31.2% | -1.0% | +32.2% | +33.5% |
| YTD | -7.4% | +0.5% | -7.8% | -8.7% |
| 1Y | -9.6% | +1.9% | -11.4% | -13.5% |
| 3Y | +1.9% | +24.9% | -23.0% | -36.6% |
| All | -22.4% | +18.6% | -41.0% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling