+37.9%
UPS vs TYL
+115.8%
-77.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | 0.0% |
| 7D | -2.9% | -3.7% | +0.8% | -1.9% |
| 30D | -3.5% | +18.7% | -22.2% | -8.2% |
| 3M | -5.7% | +18.1% | -23.8% | -10.8% |
| 6M | -4.4% | -1.1% | -3.2% | -5.1% |
| YTD | +8.0% | -19.8% | +27.8% | +13.3% |
| 1Y | +29.0% | -34.3% | +63.4% | +44.1% |
| 3Y | -27.7% | -8.2% | -19.5% | -29.0% |
| 5Y | -34.3% | -25.4% | -8.9% | -33.1% |
| All | +37.9% | +115.8% | -77.9% | -3.2% |
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