+92.7%
USB vs TYL
+174.9%
-82.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | -1.5% | +15.1% | -16.6% | -4.7% |
| 30D | +4.3% | +30.1% | -25.8% | -2.0% |
| 3M | -6.1% | +40.4% | -46.5% | -13.6% |
| 6M | +9.4% | +31.3% | -21.9% | +1.5% |
| YTD | +15.2% | -5.2% | +20.4% | +15.1% |
| 1Y | +32.8% | -6.6% | +39.4% | +33.1% |
| 3Y | +91.3% | +3.4% | +87.9% | +84.0% |
| 5Y | +22.7% | -19.3% | +41.9% | +22.6% |
| All | +92.7% | +174.9% | -82.2% | +35.9% |
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