+24.8%
USAR vs TYL
-34.2%
+59.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | -1.6% |
| 7D | -2.1% | -3.7% | +1.6% | -3.1% |
| 30D | +2.6% | +18.7% | -16.1% | +7.6% |
| 3M | -35.0% | +18.1% | -53.2% | -31.0% |
| 6M | -6.9% | -1.1% | -5.8% | -1.4% |
| YTD | +48.0% | -19.8% | +67.8% | +54.5% |
| 1Y | +24.8% | -34.3% | +59.1% | +15.0% |
| All | +24.8% | -34.2% | +59.0% | +15.0% |
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 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