+7,128.3%
URI vs TYL
+7,724.9%
-596.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.8% | -7.5% |
| 7D | -12.9% | +15.1% | -28.0% | -15.9% |
| 30D | -3.4% | +30.1% | -33.5% | -9.5% |
| 3M | -10.0% | +40.4% | -50.4% | -17.5% |
| 6M | +12.2% | +31.3% | -19.1% | +3.4% |
| YTD | +29.8% | -5.2% | +34.9% | +28.1% |
| 1Y | +24.6% | -6.6% | +31.2% | +23.4% |
| 3Y | +137.6% | +3.4% | +134.2% | +128.1% |
| 5Y | +176.6% | -19.3% | +195.9% | +179.1% |
| 10Y | +1,402.6% | +178.1% | +1,224.4% | +1,045.8% |
| All | +7,128.3% | +7,724.9% | -596.6% | +2,453.8% |
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 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