-49.2%
USAR vs TYL
-8.8%
-40.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.3% |
| 7D | -1.1% | +3.5% | -4.6% | +0.1% |
| 30D | -30.3% | +26.9% | -57.1% | -25.7% |
| 3M | -54.7% | +33.8% | -88.5% | -51.0% |
| 6M | -67.5% | +28.8% | -96.3% | -64.2% |
| YTD | -26.4% | -7.9% | -18.5% | -10.4% |
| All | -49.2% | -8.8% | -40.3% | -37.2% |
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