+115.0%
UMC vs TYL
-10.1%
+125.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.8% | -0.5% |
| 7D | -14.7% | +17.3% | -31.9% | -9.8% |
| 30D | -32.9% | +28.9% | -61.8% | -26.8% |
| 3M | -22.2% | +35.1% | -57.2% | -13.8% |
| 6M | +25.9% | +29.3% | -3.4% | +42.6% |
| YTD | +107.9% | -6.8% | +114.7% | +131.6% |
| 1Y | +115.0% | -9.9% | +124.9% | +135.9% |
| All | +115.0% | -10.1% | +125.1% | +135.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling