+15.7%
STM vs TYL
-8.1%
+23.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +1.8% |
| 7D | +5.8% | -3.7% | +9.5% | +5.8% |
| 30D | -1.0% | +18.7% | -19.7% | -1.0% |
| 3M | -33.3% | +18.1% | -51.4% | -33.3% |
| 6M | +57.4% | -1.1% | +58.5% | +62.3% |
| YTD | +102.2% | -19.8% | +122.0% | +121.2% |
| 1Y | +99.6% | -34.3% | +133.9% | +133.6% |
| All | +15.7% | -8.1% | +23.9% | +15.6% |
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