-19.3%
USAR vs TYL
+1.7%
-21.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.4% | +4.7% |
| 7D | +0.8% | +0.5% | +0.2% | +1.1% |
| 30D | -30.1% | +25.2% | -55.3% | -24.6% |
| 3M | -56.3% | +31.8% | -88.1% | -52.0% |
| 6M | -68.6% | +36.3% | -104.8% | -64.5% |
| YTD | -30.5% | -6.3% | -24.3% | -28.7% |
| 1Y | -53.5% | -9.5% | -44.0% | -52.9% |
| All | -19.3% | +1.7% | -21.0% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling