+200.6%
UAL vs TYL
+5.0%
+195.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.2% | -4.9% |
| 7D | +5.0% | +15.1% | -10.1% | +2.2% |
| 30D | -1.2% | +30.1% | -31.3% | -6.2% |
| 3M | -16.8% | +40.4% | -57.2% | -22.7% |
| 6M | +18.0% | +31.3% | -13.3% | +10.7% |
| YTD | -1.2% | -5.2% | +4.0% | +3.4% |
| 1Y | +14.3% | -6.6% | +20.9% | +20.1% |
| All | +200.6% | +5.0% | +195.6% | +210.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling