+100.2%
UAL vs TYL
+174.6%
-74.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.3% | +7.0% |
| 7D | +10.2% | +3.5% | +6.7% | +8.9% |
| 30D | +12.0% | +26.9% | -14.9% | +3.0% |
| 3M | -7.1% | +33.8% | -40.9% | -16.9% |
| 6M | +20.9% | +28.8% | -7.9% | +8.3% |
| YTD | +7.7% | -7.9% | +15.5% | +8.4% |
| 1Y | +23.6% | -9.8% | +33.3% | +25.2% |
| 3Y | +222.6% | +1.2% | +221.4% | +207.6% |
| 5Y | +127.9% | -22.8% | +150.8% | +134.0% |
| 10Y | +100.2% | +168.8% | -68.6% | +31.1% |
| All | +100.2% | +174.6% | -74.4% | +31.1% |
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