-28.6%
U vs TYL
+28.8%
-57.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | +1.7% | +13.2% | +13.3% |
| 7D | +24.3% | +15.1% | +9.2% | +8.2% |
| 30D | +8.6% | +30.1% | -21.5% | -17.1% |
| 3M | +37.6% | +40.4% | -2.8% | -4.6% |
| 6M | +78.5% | +31.3% | +47.2% | +27.7% |
| YTD | +10.5% | -5.2% | +15.7% | +11.9% |
| 1Y | +15.2% | -6.6% | +21.8% | +17.4% |
| 3Y | +76.6% | +3.4% | +73.2% | +40.7% |
| 5Y | -67.9% | -19.3% | -48.6% | -65.0% |
| All | -28.6% | +28.8% | -57.4% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling