+848.2%
STLD vs TYL
+174.9%
+673.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.3% | -8.0% |
| 7D | -12.5% | +15.1% | -27.6% | -15.7% |
| 30D | -6.8% | +30.1% | -36.9% | -13.4% |
| 3M | -16.4% | +40.4% | -56.7% | -24.3% |
| 6M | -6.1% | +31.3% | -37.4% | -14.2% |
| YTD | +32.0% | -5.2% | +37.2% | +31.6% |
| 1Y | +45.5% | -6.6% | +52.1% | +45.7% |
| 3Y | +106.5% | +3.4% | +103.1% | +94.8% |
| 5Y | +267.2% | -19.3% | +286.4% | +266.9% |
| All | +848.2% | +174.9% | +673.3% | +458.5% |
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