+122.5%
UMC vs TYL
-25.2%
+147.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.0% | +8.6% | +5.7% |
| 7D | +5.0% | -3.7% | +8.6% | +6.0% |
| 30D | +7.7% | +18.7% | -11.1% | +2.0% |
| 3M | +1.7% | +18.1% | -16.5% | -5.4% |
| 6M | +113.9% | -1.1% | +115.0% | +112.6% |
| YTD | +168.9% | -19.8% | +188.7% | +190.4% |
| 1Y | +207.2% | -34.3% | +241.5% | +264.2% |
| 3Y | +227.7% | -8.2% | +235.9% | +212.0% |
| All | +122.5% | -25.2% | +147.7% | +127.3% |
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