+139.1%
STLD vs TYL
-8.1%
+147.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.3% |
| 7D | +3.1% | -3.7% | +6.8% | +3.4% |
| 30D | -9.0% | +18.7% | -27.7% | -10.3% |
| 3M | -12.4% | +18.1% | -30.5% | -13.7% |
| 6M | +25.5% | -1.1% | +26.6% | +26.1% |
| YTD | +43.6% | -19.8% | +63.4% | +50.5% |
| 1Y | +87.2% | -34.3% | +121.5% | +106.6% |
| All | +139.1% | -8.1% | +147.2% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling