+284.1%
UNP vs TYL
+169.5%
+114.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.9% | +4.3% | -5.2% | -2.0% |
| 30D | +8.0% | +28.0% | -19.9% | +1.2% |
| 3M | +3.3% | +32.3% | -29.0% | -4.4% |
| 6M | +14.7% | +29.9% | -15.2% | +6.0% |
| YTD | +31.9% | -7.1% | +39.0% | +32.5% |
| 1Y | +37.1% | -9.2% | +46.3% | +38.6% |
| 3Y | +51.9% | +0.7% | +51.1% | +46.0% |
| 5Y | +39.3% | -21.1% | +60.4% | +41.1% |
| 10Y | +284.1% | +180.8% | +103.3% | +148.7% |
| All | +284.1% | +169.5% | +114.6% | +148.7% |
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 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