+129.1%
UMC vs TYL
+19,125.6%
-18,996.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.1% |
| 7D | -17.0% | +6.7% | -23.6% | -18.5% |
| 30D | -40.6% | +26.5% | -67.1% | -44.4% |
| 3M | -27.9% | +37.3% | -65.2% | -34.4% |
| 6M | -7.5% | +31.2% | -38.6% | -16.5% |
| YTD | +79.3% | -7.4% | +86.7% | +75.9% |
| 1Y | +92.8% | -9.6% | +102.4% | +90.2% |
| 3Y | +108.2% | +1.9% | +106.3% | +96.4% |
| 5Y | +68.4% | -21.1% | +89.6% | +68.9% |
| 10Y | +1,107.7% | +171.8% | +936.0% | +772.6% |
| All | +129.1% | +19,125.6% | -18,996.5% | -28.8% |
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 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