+222.3%
UMC vs TYL
-37.9%
+260.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.5% | +9.5% | +4.1% |
| 7D | +6.6% | -7.6% | +14.2% | +5.0% |
| 30D | +16.6% | +11.3% | +5.2% | +19.2% |
| 3M | +11.0% | +14.5% | -3.5% | +15.0% |
| 6M | +131.3% | -7.1% | +138.4% | +143.5% |
| YTD | +182.5% | -23.4% | +205.9% | +209.3% |
| 1Y | +222.3% | -38.6% | +260.8% | +278.4% |
| All | +222.3% | -37.9% | +260.1% | +278.4% |
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 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