+465.1%
STM vs TYL
+183.6%
+281.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +12.0% | +0.8% | +11.2% | +11.6% |
| 30D | -0.4% | +21.1% | -21.5% | -9.1% |
| 3M | -13.2% | +28.9% | -42.1% | -24.0% |
| 6M | -26.1% | +42.0% | -68.1% | -40.7% |
| YTD | +81.2% | -6.6% | +87.8% | +78.2% |
| 1Y | +98.3% | -9.1% | +107.4% | +97.8% |
| 3Y | +16.7% | +1.8% | +14.9% | +2.6% |
| 5Y | -4.8% | -22.9% | +18.1% | -2.2% |
| All | +465.1% | +183.6% | +281.5% | +173.1% |
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