+103.9%
UMC vs TYL
-8.8%
+112.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.1% | +7.3% |
| 7D | -9.2% | +3.5% | -12.7% | -7.9% |
| 30D | -35.1% | +26.9% | -62.0% | -29.7% |
| 3M | -20.5% | +33.8% | -54.3% | -12.3% |
| 6M | -1.7% | +28.8% | -30.6% | +10.8% |
| YTD | +92.8% | -7.9% | +100.7% | +117.7% |
| All | +103.9% | -8.8% | +112.7% | +128.8% |
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