-4.6%
STM vs TYL
-23.0%
+18.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +12.0% | +0.8% | +11.2% | +11.8% |
| 30D | -0.4% | +21.1% | -21.5% | -6.0% |
| 3M | -13.2% | +28.9% | -42.1% | -20.3% |
| 6M | -26.1% | +42.0% | -68.1% | -36.4% |
| YTD | +81.2% | -6.6% | +87.8% | +86.9% |
| 1Y | +98.3% | -9.1% | +107.4% | +107.3% |
| 3Y | +16.7% | +1.8% | +14.9% | +7.3% |
| All | -4.6% | -23.0% | +18.5% | -1.5% |
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