+146.3%
UMC vs TYL
+19,016.8%
-18,870.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.1% | +7.7% |
| 7D | -9.2% | +3.5% | -12.7% | -10.1% |
| 30D | -35.1% | +26.9% | -62.0% | -39.4% |
| 3M | -20.5% | +33.8% | -54.3% | -27.2% |
| 6M | -1.7% | +28.8% | -30.6% | -10.8% |
| YTD | +92.8% | -7.9% | +100.7% | +89.4% |
| 1Y | +104.5% | -9.8% | +114.2% | +101.8% |
| 3Y | +129.8% | +1.2% | +128.7% | +117.3% |
| 5Y | +74.0% | -22.8% | +96.8% | +75.4% |
| 10Y | +1,198.4% | +168.8% | +1,029.6% | +840.6% |
| All | +146.3% | +19,016.8% | -18,870.5% | -23.4% |
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 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