+31.1%
UL vs TYL
-21.3%
+52.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.2% |
| 3M | +4.5% | +37.3% | -32.7% | -0.8% |
| 6M | +12.6% | +31.2% | -18.6% | +7.3% |
| YTD | +3.5% | -7.4% | +10.9% | +4.0% |
| 1Y | -0.4% | -9.6% | +9.1% | +0.4% |
| 3Y | +36.0% | +1.9% | +34.1% | +32.6% |
| All | +31.1% | -21.3% | +52.4% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling