+70.0%
UBER vs TYL
+97.9%
-27.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +1.2% | +0.5% | +0.6% | +0.8% |
| 30D | -1.1% | +25.2% | -26.3% | -12.9% |
| 3M | -10.0% | +31.8% | -41.8% | -23.5% |
| 6M | -7.2% | +36.3% | -43.4% | -23.4% |
| YTD | -13.5% | -6.3% | -7.2% | -13.5% |
| 1Y | -24.5% | -9.5% | -15.0% | -22.9% |
| 3Y | +37.0% | +1.6% | +35.4% | +21.5% |
| 5Y | +63.3% | -21.8% | +85.1% | +68.4% |
| All | +70.0% | +97.9% | -27.9% | -10.5% |
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