+120.5%
URI vs TYL
-8.1%
+128.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +2.4% |
| 7D | -2.0% | -3.7% | +1.7% | -1.3% |
| 30D | -12.9% | +18.7% | -31.7% | -16.1% |
| 3M | -6.7% | +18.1% | -24.9% | -10.5% |
| 6M | +19.0% | -1.1% | +20.1% | +19.7% |
| YTD | +25.5% | -19.8% | +45.3% | +37.6% |
| 1Y | +5.5% | -34.3% | +39.9% | +25.6% |
| All | +120.5% | -8.1% | +128.7% | +103.8% |
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