-55.4%
USAR vs TYL
-9.5%
-46.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.8% | -10.4% | -9.3% |
| 7D | -9.1% | +4.3% | -13.4% | -7.8% |
| 30D | -36.9% | +28.0% | -64.9% | -32.6% |
| 3M | -58.4% | +32.3% | -90.7% | -55.0% |
| 6M | -70.6% | +29.9% | -100.5% | -67.5% |
| YTD | -33.4% | -7.1% | -26.3% | -19.1% |
| All | -55.4% | -9.5% | -46.0% | -45.0% |
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