+136,006.0%
UNH vs TYL
+12,593.6%
+123,412.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.6% |
| 7D | +1.1% | -3.7% | +4.7% | +1.4% |
| 30D | -3.8% | +18.7% | -22.5% | -5.3% |
| 3M | +0.7% | +18.1% | -17.4% | -1.0% |
| 6M | +37.9% | -1.1% | +39.0% | +37.5% |
| YTD | +21.9% | -19.8% | +41.7% | +23.6% |
| 1Y | +31.4% | -34.3% | +65.7% | +35.5% |
| 3Y | -11.4% | -8.2% | -3.2% | -11.7% |
| 5Y | +2.5% | -25.4% | +27.9% | +3.2% |
| 10Y | +242.9% | +115.6% | +127.3% | +214.7% |
| All | +136,006.0% | +12,593.6% | +123,412.4% | +78,821.7% |
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