+139.2%
UAL vs TYL
-25.2%
+164.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +3.9% |
| 7D | +0.7% | -3.7% | +4.4% | +2.0% |
| 30D | -16.1% | +18.7% | -34.8% | -21.6% |
| 3M | +6.1% | +18.1% | -12.0% | -1.5% |
| 6M | +10.8% | -1.1% | +12.0% | +9.6% |
| YTD | -0.4% | -19.8% | +19.4% | +7.2% |
| 1Y | +5.0% | -34.3% | +39.3% | +24.0% |
| 3Y | +124.0% | -8.2% | +132.2% | +119.6% |
| All | +139.2% | -25.2% | +164.3% | +154.7% |
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