+109.6%
UAL vs TYL
-20.5%
+130.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.2% | -5.1% |
| 7D | +5.0% | +15.1% | -10.1% | 0.0% |
| 30D | -1.2% | +30.1% | -31.3% | -10.1% |
| 3M | -16.8% | +40.4% | -57.2% | -27.0% |
| 6M | +18.0% | +31.3% | -13.3% | +4.8% |
| YTD | -1.2% | -5.2% | +4.0% | 0.0% |
| 1Y | +14.3% | -6.6% | +20.9% | +16.3% |
| 3Y | +194.6% | +3.4% | +191.2% | +178.3% |
| 5Y | +109.6% | -19.3% | +128.9% | +123.6% |
| All | +109.6% | -20.5% | +130.1% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling