+293.8%
UNP vs TYL
+174.6%
+119.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | -3.3% | +3.5% | -6.8% | -4.1% |
| 30D | +6.7% | +26.9% | -20.2% | +0.3% |
| 3M | +1.8% | +33.8% | -32.0% | -6.0% |
| 6M | +13.3% | +28.8% | -15.5% | +5.0% |
| YTD | +30.3% | -7.9% | +38.2% | +31.1% |
| 1Y | +36.9% | -9.8% | +46.7% | +38.6% |
| 3Y | +50.9% | +1.2% | +49.7% | +44.9% |
| 5Y | +37.9% | -22.8% | +60.8% | +40.7% |
| 10Y | +293.8% | +168.8% | +125.0% | +157.9% |
| All | +293.8% | +174.6% | +119.2% | +157.9% |
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