+0.4%
STM vs TYL
+5.0%
-4.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +1.7% | -14.1% | -12.2% |
| 7D | -20.1% | +15.1% | -35.2% | -18.9% |
| 30D | -32.0% | +30.1% | -62.0% | -30.4% |
| 3M | -24.2% | +40.4% | -64.5% | -22.2% |
| 6M | -29.9% | +31.3% | -61.2% | -27.7% |
| YTD | +54.9% | -5.2% | +60.1% | +72.9% |
| 1Y | +68.0% | -6.6% | +74.6% | +88.2% |
| All | +0.4% | +5.0% | -4.5% | +8.0% |
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 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