+678.9%
STM vs TYL
+116.1%
+562.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +3.7% |
| 7D | +5.8% | -3.7% | +9.5% | +7.5% |
| 30D | -1.0% | +18.7% | -19.7% | -9.0% |
| 3M | -33.3% | +18.1% | -51.4% | -40.2% |
| 6M | +57.4% | -1.1% | +58.5% | +51.3% |
| YTD | +102.2% | -19.8% | +122.0% | +115.7% |
| 1Y | +99.6% | -34.3% | +133.9% | +138.6% |
| 3Y | +14.5% | -8.2% | +22.7% | +5.5% |
| 5Y | +21.4% | -25.4% | +46.8% | +24.9% |
| All | +678.9% | +116.1% | +562.8% | +320.0% |
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 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