+92.6%
UAL vs TYL
+168.7%
-76.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.8% |
| 7D | +8.2% | +6.7% | +1.5% | +5.8% |
| 30D | +2.3% | +26.5% | -24.2% | -5.8% |
| 3M | -12.7% | +37.3% | -50.0% | -22.6% |
| 6M | +12.7% | +31.2% | -18.5% | +0.3% |
| YTD | +0.8% | -7.4% | +8.2% | +1.3% |
| 1Y | +17.8% | -9.6% | +27.3% | +19.3% |
| 3Y | +206.7% | +1.9% | +204.8% | +191.8% |
| 5Y | +113.9% | -21.1% | +135.0% | +117.9% |
| All | +92.6% | +168.7% | -76.1% | +26.2% |
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