+117.8%
UAL vs TYL
+116.1%
+1.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +3.9% |
| 7D | +0.7% | -3.7% | +4.4% | +1.9% |
| 30D | -16.1% | +18.7% | -34.8% | -21.4% |
| 3M | +6.1% | +18.1% | -12.0% | -1.2% |
| 6M | +10.8% | -1.1% | +12.0% | +9.2% |
| YTD | -0.4% | -19.8% | +19.4% | +5.6% |
| 1Y | +5.0% | -34.3% | +39.3% | +20.4% |
| 3Y | +124.0% | -8.2% | +132.2% | +121.1% |
| 5Y | +141.0% | -25.4% | +166.4% | +151.1% |
| All | +117.8% | +116.1% | +1.7% | +55.5% |
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 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