+33.9%
UL vs TYL
+1.7%
+32.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.2% |
| 7D | -1.7% | +0.5% | -2.3% | -1.8% |
| 30D | +4.5% | +25.2% | -20.7% | +1.1% |
| 3M | +5.5% | +31.8% | -26.3% | +1.2% |
| 6M | +17.0% | +36.3% | -19.3% | +11.6% |
| YTD | +3.2% | -6.3% | +9.4% | +4.1% |
| 1Y | -1.9% | -9.5% | +7.6% | -0.3% |
| All | +33.9% | +1.7% | +32.2% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling