-18.3%
USAR vs TYL
+1.9%
-20.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.3% | +13.1% | +10.2% |
| 7D | -14.5% | +6.7% | -21.2% | -12.6% |
| 30D | -37.8% | +26.5% | -64.4% | -33.2% |
| 3M | -52.8% | +37.3% | -90.0% | -48.0% |
| 6M | -71.2% | +31.2% | -102.4% | -68.1% |
| YTD | -30.9% | -7.4% | -23.5% | -29.1% |
| 1Y | -48.0% | -9.6% | -38.4% | -47.0% |
| 3Y | -19.7% | +1.9% | -21.6% | -21.7% |
| All | -18.3% | +1.9% | -20.2% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling