+3,877.5%
STRL vs TYL
+169.5%
+3,707.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -19.8% | +4.3% | -24.1% | -20.4% |
| 30D | -43.6% | +28.0% | -71.5% | -45.9% |
| 3M | -45.2% | +32.3% | -77.5% | -48.1% |
| 6M | -65.7% | +29.9% | -95.6% | -68.0% |
| YTD | -5.4% | -7.1% | +1.7% | -4.1% |
| 1Y | -24.7% | -9.2% | -15.5% | -23.2% |
| 3Y | +335.0% | +0.7% | +334.3% | +319.1% |
| 5Y | +915.3% | -21.1% | +936.3% | +942.6% |
| 10Y | +3,877.5% | +180.8% | +3,696.7% | +2,849.4% |
| All | +3,877.5% | +169.5% | +3,707.9% | +2,849.4% |
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