+52.2%
UNP vs TYL
-25.2%
+77.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.9% |
| 7D | -5.3% | -3.7% | -1.7% | -4.7% |
| 30D | -1.5% | +18.7% | -20.3% | -5.0% |
| 3M | +10.3% | +18.1% | -7.9% | +6.2% |
| 6M | +9.7% | -1.1% | +10.8% | +9.2% |
| YTD | +27.1% | -19.8% | +46.9% | +32.5% |
| 1Y | +32.6% | -34.3% | +66.9% | +45.5% |
| 3Y | +40.0% | -8.2% | +48.2% | +38.8% |
| All | +52.2% | -25.2% | +77.4% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling