+65.0%
UBER vs TYL
+95.6%
-30.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +1.0% |
| 7D | +5.1% | +6.7% | -1.5% | +1.5% |
| 30D | +0.2% | +26.5% | -26.3% | -12.3% |
| 3M | -2.7% | +37.3% | -40.0% | -19.1% |
| 6M | -13.4% | +31.2% | -44.5% | -27.1% |
| YTD | -16.1% | -7.4% | -8.7% | -15.5% |
| 1Y | -25.5% | -9.6% | -16.0% | -24.0% |
| 3Y | +42.5% | +1.9% | +40.6% | +25.8% |
| 5Y | +45.3% | -21.1% | +66.5% | +49.0% |
| All | +65.0% | +95.6% | -30.6% | -12.6% |
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 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