+95.3%
UL vs TYL
+168.7%
-73.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.1% |
| 7D | +1.1% | +6.7% | -5.5% | -0.1% |
| 30D | +8.2% | +26.5% | -18.3% | +3.5% |
| 3M | +4.5% | +37.3% | -32.7% | -1.6% |
| 6M | +12.6% | +31.2% | -18.6% | +6.4% |
| YTD | +3.5% | -7.4% | +10.9% | +3.8% |
| 1Y | -0.4% | -9.6% | +9.1% | +0.3% |
| 3Y | +36.0% | +1.9% | +34.1% | +32.0% |
| 5Y | +30.9% | -21.1% | +52.0% | +31.7% |
| All | +95.3% | +168.7% | -73.4% | +48.8% |
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