-21.3%
UNH vs TYL
+2.6%
-23.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -3.2% | +6.7% | -9.8% | -3.8% |
| 30D | +4.8% | +26.5% | -21.7% | +2.3% |
| 3M | -1.8% | +37.3% | -39.1% | -5.1% |
| 6M | +8.6% | +31.2% | -22.6% | +5.2% |
| YTD | +21.8% | -7.4% | +29.1% | +24.2% |
| 1Y | +25.8% | -9.6% | +35.4% | +28.8% |
| 3Y | -21.3% | +1.9% | -23.2% | -21.3% |
| All | -21.3% | +2.6% | -23.9% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling