+243.6%
UMC vs TYL
+16,541.4%
-16,297.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.0% | +8.6% | +5.6% |
| 7D | +5.0% | -3.7% | +8.6% | +5.9% |
| 30D | +7.7% | +18.7% | -11.1% | +2.6% |
| 3M | +1.7% | +18.1% | -16.5% | -4.5% |
| 6M | +113.9% | -1.1% | +115.0% | +110.0% |
| YTD | +168.9% | -19.8% | +188.7% | +176.7% |
| 1Y | +207.2% | -34.3% | +241.5% | +233.2% |
| 3Y | +227.7% | -8.2% | +235.9% | +220.3% |
| 5Y | +118.0% | -25.4% | +143.5% | +124.0% |
| 10Y | +1,682.1% | +115.6% | +1,566.5% | +1,278.8% |
| All | +243.6% | +16,541.4% | -16,297.8% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling