+298.3%
UNP vs TYL
+168.7%
+129.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.0% |
| 7D | -4.6% | +6.7% | -11.2% | -6.1% |
| 30D | +5.6% | +26.5% | -20.9% | -0.7% |
| 3M | -1.3% | +37.3% | -38.6% | -9.5% |
| 6M | +9.2% | +31.2% | -21.9% | +0.7% |
| YTD | +27.3% | -7.4% | +34.7% | +27.9% |
| 1Y | +35.9% | -9.6% | +45.5% | +37.5% |
| 3Y | +45.5% | +1.9% | +43.6% | +39.4% |
| 5Y | +36.0% | -21.1% | +57.1% | +37.7% |
| All | +298.3% | +168.7% | +129.6% | +158.6% |
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