+41.2%
USB vs TYL
-25.2%
+66.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +0.6% |
| 7D | +1.4% | -3.7% | +5.1% | +2.2% |
| 30D | -1.3% | +18.7% | -20.0% | -5.0% |
| 3M | +15.2% | +18.1% | -2.9% | +10.6% |
| 6M | +18.8% | -1.1% | +20.0% | +18.3% |
| YTD | +21.0% | -19.8% | +40.8% | +26.3% |
| 1Y | +34.0% | -34.3% | +68.3% | +47.4% |
| 3Y | +95.3% | -8.2% | +103.5% | +93.4% |
| All | +41.2% | -25.2% | +66.4% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling