+101.3%
USB vs TYL
+164.5%
-63.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +0.8% |
| 7D | +2.4% | +17.3% | -14.9% | -1.4% |
| 30D | +6.6% | +28.9% | -22.3% | +0.3% |
| 3M | -4.1% | +35.1% | -39.2% | -11.0% |
| 6M | +12.5% | +29.3% | -16.8% | +4.7% |
| YTD | +17.6% | -6.8% | +24.4% | +18.0% |
| 1Y | +36.5% | -9.9% | +46.4% | +38.1% |
| 3Y | +95.4% | +1.7% | +93.7% | +88.7% |
| 5Y | +26.1% | -21.6% | +47.7% | +27.0% |
| 10Y | +101.3% | +173.5% | -72.2% | +42.6% |
| All | +101.3% | +164.5% | -63.2% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling