+148.7%
SBUX vs TYL
+174.6%
-25.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.0% |
| 7D | +4.8% | +3.5% | +1.3% | +3.7% |
| 30D | +20.6% | +26.9% | -6.3% | +11.6% |
| 3M | +4.3% | +33.8% | -29.6% | -5.6% |
| 6M | +5.5% | +28.8% | -23.3% | -4.2% |
| YTD | +32.3% | -7.9% | +40.2% | +33.3% |
| 1Y | +31.2% | -9.8% | +40.9% | +33.1% |
| 3Y | +14.8% | +1.2% | +13.6% | +8.3% |
| 5Y | +8.0% | -22.8% | +30.8% | +9.0% |
| 10Y | +148.7% | +168.8% | -20.1% | +69.7% |
| All | +148.7% | +174.6% | -25.8% | +69.7% |
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