+87.5%
U vs TYL
+1.3%
+86.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +2.6% | +0.8% | +1.7% | +2.1% |
| 30D | +27.6% | +21.1% | +6.4% | +15.2% |
| 3M | +15.3% | +28.9% | -13.6% | -0.2% |
| 6M | +96.4% | +42.0% | +54.4% | +58.8% |
| YTD | +19.6% | -6.6% | +26.1% | +23.2% |
| 1Y | +42.1% | -9.1% | +51.2% | +47.9% |
| 3Y | +87.5% | +1.8% | +85.7% | +83.4% |
| All | +87.5% | +1.3% | +86.2% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling