+3,667.8%
STRL vs TYL
+168.7%
+3,499.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.8% |
| 7D | -26.9% | +6.7% | -33.6% | -27.7% |
| 30D | -52.7% | +26.5% | -79.2% | -54.6% |
| 3M | -52.8% | +37.3% | -90.1% | -55.7% |
| 6M | -71.5% | +31.2% | -102.6% | -73.5% |
| YTD | -17.4% | -7.4% | -10.1% | -16.2% |
| 1Y | -35.0% | -9.6% | -25.4% | -33.6% |
| 3Y | +239.2% | +1.9% | +237.3% | +225.3% |
| 5Y | +830.2% | -21.1% | +851.3% | +855.0% |
| All | +3,667.8% | +168.7% | +3,499.1% | +2,714.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling