+50.9%
STLD vs TYL
-8.8%
+59.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.0% |
| 7D | -9.7% | +3.5% | -13.2% | -9.3% |
| 30D | -4.5% | +26.9% | -31.4% | -2.0% |
| 3M | -13.1% | +33.8% | -46.9% | -10.1% |
| 6M | -2.8% | +28.8% | -31.6% | +0.3% |
| YTD | +35.3% | -7.9% | +43.2% | +32.4% |
| All | +50.9% | -8.8% | +59.7% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling