+740.9%
STLD vs TYL
+183.6%
+557.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | -5.6% | +21.1% | -26.7% | -10.5% |
| 3M | -11.7% | +28.9% | -40.6% | -18.2% |
| 6M | -2.8% | +42.0% | -44.8% | -13.2% |
| YTD | +36.4% | -6.6% | +43.0% | +36.5% |
| 1Y | +50.0% | -9.1% | +59.1% | +51.4% |
| 3Y | +122.3% | +1.8% | +120.5% | +110.4% |
| 5Y | +273.2% | -22.9% | +296.1% | +279.0% |
| All | +740.9% | +183.6% | +557.3% | +383.1% |
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