+144.6%
URI vs TYL
+5.0%
+139.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.8% | -7.3% |
| 7D | -12.9% | +15.1% | -28.0% | -14.7% |
| 30D | -3.4% | +30.1% | -33.5% | -7.1% |
| 3M | -10.0% | +40.4% | -50.4% | -14.9% |
| 6M | +12.2% | +31.3% | -19.1% | +7.0% |
| YTD | +29.8% | -5.2% | +34.9% | +38.0% |
| 1Y | +24.6% | -6.6% | +31.2% | +33.1% |
| All | +144.6% | +5.0% | +139.7% | +132.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling