+246.2%
UPS vs TYL
+9,512.8%
-9,266.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.2% |
| 7D | 0.0% | +6.7% | -6.6% | -0.8% |
| 30D | +17.3% | +26.5% | -9.2% | +13.6% |
| 3M | +6.6% | +37.3% | -30.7% | +2.0% |
| 6M | +12.0% | +31.2% | -19.2% | +7.3% |
| YTD | +14.4% | -7.4% | +21.7% | +14.3% |
| 1Y | +23.3% | -9.6% | +32.9% | +23.6% |
| 3Y | -9.6% | +1.9% | -11.5% | -11.3% |
| 5Y | -34.1% | -21.1% | -13.0% | -33.8% |
| 10Y | +49.5% | +171.8% | -122.3% | +28.9% |
| All | +246.2% | +9,512.8% | -9,266.6% | +102.7% |
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