+8,200.6%
USB vs TYL
+14,656.9%
-6,456.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +1.5% |
| 7D | +2.4% | +17.3% | -14.9% | +0.8% |
| 30D | +6.6% | +28.9% | -22.3% | +4.0% |
| 3M | -4.1% | +35.1% | -39.2% | -7.0% |
| 6M | +12.5% | +29.3% | -16.8% | +9.3% |
| YTD | +17.6% | -6.8% | +24.4% | +17.5% |
| 1Y | +36.5% | -9.9% | +46.4% | +36.7% |
| 3Y | +95.4% | +1.7% | +93.7% | +92.9% |
| 5Y | +26.1% | -21.6% | +47.7% | +26.6% |
| 10Y | +101.3% | +173.5% | -72.2% | +79.9% |
| All | +8,200.6% | +14,656.9% | -6,456.3% | +5,065.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling