+71.2%
UBER vs TYL
+94.5%
-23.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.3% | +4.1% |
| 7D | +6.7% | +3.5% | +3.2% | +4.7% |
| 30D | -0.5% | +26.9% | -27.4% | -13.0% |
| 3M | -5.1% | +33.8% | -39.0% | -20.1% |
| 6M | -5.7% | +28.8% | -34.5% | -19.7% |
| YTD | -12.9% | -7.9% | -5.0% | -12.0% |
| 1Y | -22.6% | -9.8% | -12.9% | -21.0% |
| 3Y | +42.2% | +1.2% | +41.0% | +26.1% |
| 5Y | +56.4% | -22.8% | +79.2% | +62.4% |
| All | +71.2% | +94.5% | -23.3% | -9.0% |
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