+9,321.7%
UNP vs TYL
+12,593.6%
-3,271.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.5% |
| 7D | -5.3% | -3.7% | -1.7% | -5.0% |
| 30D | -1.5% | +18.7% | -20.3% | -3.2% |
| 3M | +10.3% | +18.1% | -7.9% | +8.4% |
| 6M | +9.7% | -1.1% | +10.8% | +9.3% |
| YTD | +27.1% | -19.8% | +46.9% | +28.8% |
| 1Y | +32.6% | -34.3% | +66.9% | +36.7% |
| 3Y | +40.0% | -8.2% | +48.2% | +39.6% |
| 5Y | +50.8% | -25.4% | +76.3% | +52.2% |
| 10Y | +278.6% | +115.6% | +163.0% | +248.5% |
| All | +9,321.7% | +12,593.6% | -3,271.9% | +6,275.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling