+98.3%
USB vs TYL
-8.1%
+106.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +0.4% |
| 7D | +1.4% | -3.7% | +5.1% | +2.1% |
| 30D | -1.3% | +18.7% | -20.0% | -4.4% |
| 3M | +15.2% | +18.1% | -2.9% | +11.4% |
| 6M | +18.8% | -1.1% | +20.0% | +18.8% |
| YTD | +21.0% | -19.8% | +40.8% | +27.6% |
| 1Y | +34.0% | -34.3% | +68.3% | +50.1% |
| All | +98.3% | -8.1% | +106.4% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling