+73.7%
UAL vs TYL
+183.6%
-109.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -3.0% | +0.8% | -3.9% | -3.3% |
| 30D | +10.5% | +21.1% | -10.7% | +3.2% |
| 3M | -13.5% | +28.9% | -42.4% | -21.5% |
| 6M | +14.2% | +42.0% | -27.8% | -1.4% |
| YTD | -2.2% | -6.6% | +4.3% | -2.1% |
| 1Y | +12.5% | -9.1% | +21.6% | +13.8% |
| 3Y | +186.8% | +1.8% | +185.0% | +172.9% |
| 5Y | +119.4% | -22.9% | +142.3% | +125.4% |
| All | +73.7% | +183.6% | -109.9% | +8.9% |
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