+247.4%
UNH vs TYL
+106.7%
+140.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.9% |
| 7D | +1.1% | -7.6% | +8.7% | +2.9% |
| 30D | -1.5% | +11.3% | -12.9% | -4.0% |
| 3M | -0.8% | +14.5% | -15.3% | -4.4% |
| 6M | +41.8% | -7.1% | +49.0% | +43.0% |
| YTD | +23.1% | -23.4% | +46.4% | +29.4% |
| 1Y | +28.5% | -38.6% | +67.1% | +42.6% |
| 3Y | -11.8% | -11.3% | -0.5% | -12.9% |
| 5Y | +5.3% | -28.0% | +33.3% | +8.2% |
| 10Y | +247.4% | +104.9% | +142.6% | +170.4% |
| All | +247.4% | +106.7% | +140.8% | +170.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling