+107.5%
UL vs TYL
+183.3%
-75.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -2.5% | -1.6% | -0.9% | -2.2% |
| 30D | +5.7% | +22.1% | -16.4% | +1.8% |
| 3M | +7.0% | +33.4% | -26.4% | +1.2% |
| 6M | +16.1% | +36.8% | -20.7% | +9.0% |
| YTD | +3.6% | -6.7% | +10.3% | +3.7% |
| 1Y | -1.4% | -9.2% | +7.8% | -0.7% |
| 3Y | +34.1% | +1.2% | +32.9% | +30.4% |
| 5Y | +32.0% | -23.0% | +55.0% | +33.5% |
| All | +107.5% | +183.3% | -75.8% | +58.4% |
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