+292.6%
STLD vs TYL
-25.2%
+317.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.8% |
| 7D | +3.1% | -3.7% | +6.8% | +3.9% |
| 30D | -9.0% | +18.7% | -27.7% | -12.3% |
| 3M | -12.4% | +18.1% | -30.5% | -15.8% |
| 6M | +25.5% | -1.1% | +26.6% | +25.0% |
| YTD | +43.6% | -19.8% | +63.4% | +50.6% |
| 1Y | +87.2% | -34.3% | +121.5% | +108.4% |
| 3Y | +135.2% | -8.2% | +143.5% | +129.6% |
| All | +292.6% | -25.2% | +317.8% | +283.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling