+37.1%
UNP vs TYL
-8.1%
+45.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | -0.9% | +4.3% | -5.2% | -1.0% |
| 30D | +8.0% | +28.0% | -19.9% | +7.5% |
| 3M | +3.3% | +32.3% | -29.0% | +2.9% |
| 6M | +14.7% | +29.9% | -15.2% | +13.8% |
| YTD | +31.9% | -7.1% | +39.0% | +33.8% |
| 1Y | +37.1% | -9.2% | +46.3% | +40.3% |
| All | +37.1% | -8.1% | +45.2% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling