+1,727.7%
STM vs TYL
+11,772.3%
-10,044.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +1.7% | -14.1% | -12.7% |
| 7D | -20.1% | +15.1% | -35.2% | -22.1% |
| 30D | -32.0% | +30.1% | -62.0% | -35.2% |
| 3M | -24.2% | +40.4% | -64.5% | -29.0% |
| 6M | -29.9% | +31.3% | -61.2% | -34.5% |
| YTD | +54.9% | -5.2% | +60.1% | +52.1% |
| 1Y | +68.0% | -6.6% | +74.6% | +65.4% |
| 3Y | -0.1% | +3.4% | -3.5% | -4.0% |
| 5Y | -17.9% | -19.3% | +1.4% | -17.7% |
| 10Y | +392.2% | +178.1% | +214.1% | +312.1% |
| All | +1,727.7% | +11,772.3% | -10,044.6% | +885.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling