+7.3%
SBUX vs TYL
-23.0%
+30.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.6% | +0.8% | +0.7% | +1.3% |
| 30D | +14.8% | +21.1% | -6.3% | +8.2% |
| 3M | -0.8% | +28.9% | -29.7% | -8.5% |
| 6M | +2.2% | +42.0% | -39.8% | -9.4% |
| YTD | +29.5% | -6.6% | +36.0% | +31.0% |
| 1Y | +27.0% | -9.1% | +36.1% | +29.8% |
| 3Y | +10.9% | +1.8% | +9.1% | +4.0% |
| All | +7.3% | -23.0% | +30.3% | +6.3% |
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