-24.8%
U vs TYL
+25.1%
-49.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.4% |
| 7D | +32.3% | +3.5% | +28.8% | +28.0% |
| 30D | +9.7% | +26.9% | -17.2% | -14.4% |
| 3M | +19.6% | +33.8% | -14.2% | -13.2% |
| 6M | +82.6% | +28.8% | +53.8% | +33.2% |
| YTD | +16.4% | -7.9% | +24.3% | +21.0% |
| 1Y | +28.5% | -9.8% | +38.2% | +35.3% |
| 3Y | +103.8% | +1.2% | +102.6% | +64.9% |
| 5Y | -70.0% | -22.8% | -47.2% | -66.0% |
| All | -24.8% | +25.1% | -49.9% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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