+108.7%
USB vs TYL
+116.1%
-7.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +0.7% |
| 7D | +1.4% | -3.7% | +5.1% | +2.3% |
| 30D | -1.3% | +18.7% | -20.0% | -5.4% |
| 3M | +15.2% | +18.1% | -2.9% | +10.1% |
| 6M | +18.8% | -1.1% | +20.0% | +18.0% |
| YTD | +21.0% | -19.8% | +40.8% | +26.0% |
| 1Y | +34.0% | -34.3% | +68.3% | +47.0% |
| 3Y | +95.3% | -8.2% | +103.5% | +93.2% |
| 5Y | +40.4% | -25.4% | +65.8% | +42.7% |
| All | +108.7% | +116.1% | -7.4% | +57.2% |
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