-15.7%
STM vs TYL
-21.3%
+5.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +5.0% |
| 7D | -10.7% | +6.7% | -17.4% | -12.4% |
| 30D | -25.7% | +26.5% | -52.3% | -30.9% |
| 3M | -21.6% | +37.3% | -58.8% | -29.6% |
| 6M | -27.8% | +31.2% | -59.0% | -36.0% |
| YTD | +61.8% | -7.4% | +69.1% | +67.2% |
| 1Y | +78.1% | -9.6% | +87.7% | +86.2% |
| 3Y | +4.9% | +1.9% | +3.0% | -4.0% |
| All | -15.7% | -21.3% | +5.6% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling