+100.2%
TYL vs USHY
+50.7%
+49.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | -0.1% | -3.6% | -3.5% |
| 30D | +18.7% | +0.1% | +18.7% | +18.6% |
| 3M | +18.1% | +0.8% | +17.3% | +16.5% |
| 6M | -1.1% | +1.7% | -2.9% | -4.1% |
| YTD | -19.8% | +2.5% | -22.3% | -23.1% |
| 1Y | -34.3% | +4.4% | -38.7% | -38.9% |
| 3Y | -8.2% | +27.4% | -35.6% | -38.0% |
| 5Y | -25.4% | +21.7% | -47.2% | -45.5% |
| All | +100.2% | +50.7% | +49.4% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling