-19.9%
USAR vs TYL
+2.7%
-22.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.5% |
| 7D | +8.8% | -1.6% | +10.3% | +8.3% |
| 30D | -28.5% | +22.1% | -50.6% | -23.9% |
| 3M | -56.2% | +33.4% | -89.5% | -52.1% |
| 6M | -68.4% | +36.8% | -105.2% | -64.7% |
| YTD | -32.2% | -6.7% | -25.5% | -30.2% |
| 1Y | -52.3% | -9.2% | -43.1% | -51.3% |
| 3Y | -21.2% | +1.2% | -22.4% | -23.0% |
| All | -19.9% | +2.7% | -22.5% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling