+231.0%
UNH vs TYL
+174.6%
+56.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -0.7% | +3.5% | -4.2% | -1.5% |
| 30D | +4.8% | +26.9% | -22.1% | -0.6% |
| 3M | -1.7% | +33.8% | -35.6% | -8.2% |
| 6M | +5.9% | +28.8% | -22.9% | -0.9% |
| YTD | +22.8% | -7.9% | +30.7% | +23.8% |
| 1Y | +25.9% | -9.8% | +35.7% | +27.5% |
| 3Y | -21.4% | +1.2% | -22.6% | -24.4% |
| 5Y | -6.3% | -22.8% | +16.5% | -3.7% |
| 10Y | +231.0% | +168.8% | +62.2% | +134.2% |
| All | +231.0% | +174.6% | +56.4% | +134.2% |
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