+66.0%
UL vs TYL
+115.8%
-49.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +4.0% | +0.7% |
| 7D | -1.3% | -3.7% | +2.3% | -0.7% |
| 30D | +0.5% | +18.7% | -18.3% | -2.8% |
| 3M | +17.6% | +18.1% | -0.5% | +13.8% |
| 6M | -5.4% | -1.1% | -4.2% | -5.8% |
| YTD | +0.7% | -19.8% | +20.5% | +3.9% |
| 1Y | -9.3% | -34.3% | +25.1% | -2.6% |
| 3Y | +24.5% | -8.2% | +32.8% | +23.1% |
| 5Y | +23.2% | -25.4% | +48.6% | +24.8% |
| All | +66.0% | +115.8% | -49.8% | +33.3% |
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 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