+40.2%
UNP vs TYL
-23.0%
+63.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +4.2% | +0.8% | +3.4% | +4.1% |
| 30D | +5.6% | +21.1% | -15.5% | +1.8% |
| 3M | +2.0% | +28.9% | -26.9% | -3.1% |
| 6M | +15.4% | +42.0% | -26.6% | +7.1% |
| YTD | +32.7% | -6.6% | +39.3% | +34.1% |
| 1Y | +39.4% | -9.1% | +48.5% | +41.8% |
| 3Y | +54.3% | +1.8% | +52.5% | +50.6% |
| All | +40.2% | -23.0% | +63.2% | +37.9% |
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 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