+248.5%
UAL vs TYL
+4,397.1%
-4,148.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.2% | -5.3% |
| 7D | +5.0% | +15.1% | -10.1% | -1.5% |
| 30D | -1.2% | +30.1% | -31.3% | -12.6% |
| 3M | -16.8% | +40.4% | -57.2% | -29.6% |
| 6M | +18.0% | +31.3% | -13.3% | +1.0% |
| YTD | -1.2% | -5.2% | +4.0% | -3.3% |
| 1Y | +14.3% | -6.6% | +20.9% | +12.4% |
| 3Y | +194.6% | +3.4% | +191.2% | +170.0% |
| 5Y | +109.6% | -19.3% | +128.9% | +111.3% |
| 10Y | +93.1% | +178.1% | -85.1% | -4.2% |
| All | +248.5% | +4,397.1% | -4,148.5% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling