+4.9%
STM vs TYL
+2.6%
+2.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +4.2% |
| 7D | -10.7% | +6.7% | -17.4% | -10.1% |
| 30D | -25.7% | +26.5% | -52.3% | -24.2% |
| 3M | -21.6% | +37.3% | -58.8% | -19.8% |
| 6M | -27.8% | +31.2% | -59.0% | -26.0% |
| YTD | +61.8% | -7.4% | +69.1% | +80.2% |
| 1Y | +78.1% | -9.6% | +87.7% | +99.6% |
| 3Y | +4.9% | +1.9% | +3.0% | +12.6% |
| All | +4.9% | +2.6% | +2.3% | +12.6% |
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 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