+32.9%
URI vs TYL
-10.1%
+42.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.7% | -9.1% | -4.2% |
| 7D | -4.3% | +17.3% | -21.6% | -3.9% |
| 30D | +4.6% | +28.9% | -24.3% | +5.4% |
| 3M | -2.1% | +35.1% | -37.2% | -1.3% |
| 6M | +21.9% | +29.3% | -7.4% | +23.5% |
| YTD | +39.7% | -6.8% | +46.5% | +58.6% |
| 1Y | +32.9% | -9.9% | +42.8% | +51.3% |
| All | +32.9% | -10.1% | +42.9% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling