+782.2%
STLD vs TYL
+174.6%
+607.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | -9.7% | +3.5% | -13.2% | -10.6% |
| 30D | -4.5% | +26.9% | -31.4% | -10.7% |
| 3M | -13.1% | +33.8% | -46.9% | -20.3% |
| 6M | -2.8% | +28.8% | -31.6% | -10.6% |
| YTD | +35.3% | -7.9% | +43.2% | +35.9% |
| 1Y | +51.4% | -9.8% | +61.1% | +52.9% |
| 3Y | +117.9% | +1.2% | +116.8% | +106.6% |
| 5Y | +272.6% | -22.8% | +295.4% | +277.2% |
| 10Y | +782.2% | +168.8% | +613.4% | +422.1% |
| All | +782.2% | +174.6% | +607.6% | +422.1% |
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