+1,772.2%
UMC vs TYL
+106.7%
+1,665.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.5% | +9.5% | +6.5% |
| 7D | +6.6% | -7.6% | +14.2% | +9.1% |
| 30D | +16.6% | +11.3% | +5.2% | +12.0% |
| 3M | +11.0% | +14.5% | -3.5% | +3.4% |
| 6M | +131.3% | -7.1% | +138.4% | +132.4% |
| YTD | +182.5% | -23.4% | +205.9% | +203.3% |
| 1Y | +222.3% | -38.6% | +260.8% | +279.3% |
| 3Y | +253.0% | -11.3% | +264.3% | +242.8% |
| 5Y | +141.8% | -28.0% | +169.8% | +150.4% |
| 10Y | +1,772.2% | +104.9% | +1,667.4% | +1,330.4% |
| All | +1,772.2% | +106.7% | +1,665.6% | +1,330.4% |
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