+6,893.4%
URI vs TYL
+6,518.7%
+374.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +2.6% |
| 7D | -2.0% | -3.7% | +1.7% | -1.2% |
| 30D | -12.9% | +18.7% | -31.7% | -16.6% |
| 3M | -6.7% | +18.1% | -24.9% | -11.2% |
| 6M | +19.0% | -1.1% | +20.1% | +17.4% |
| YTD | +25.5% | -19.8% | +45.3% | +29.5% |
| 1Y | +5.5% | -34.3% | +39.9% | +14.0% |
| 3Y | +111.3% | -8.2% | +119.5% | +109.7% |
| 5Y | +198.6% | -25.4% | +224.0% | +208.5% |
| 10Y | +1,179.9% | +115.6% | +1,064.3% | +938.4% |
| All | +6,893.4% | +6,518.7% | +374.7% | +2,481.5% |
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