+82.2%
UBER vs TYL
+69.3%
+12.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +2.0% |
| 7D | -3.9% | -3.7% | -0.2% | -1.9% |
| 30D | +11.1% | +18.7% | -7.6% | +0.7% |
| 3M | +4.9% | +18.1% | -13.2% | -5.5% |
| 6M | -1.2% | -1.1% | 0.0% | -2.4% |
| YTD | -7.3% | -19.8% | +12.5% | +1.8% |
| 1Y | -17.6% | -34.3% | +16.7% | +2.0% |
| 3Y | +61.1% | -8.2% | +69.3% | +50.3% |
| 5Y | +87.9% | -25.4% | +113.3% | +98.0% |
| All | +82.2% | +69.3% | +12.9% | +5.3% |
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