+7,161.0%
STRL vs TYL
+116.1%
+7,044.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.0% | +9.8% | +6.4% |
| 7D | +3.4% | -3.7% | +7.1% | +4.0% |
| 30D | -9.2% | +18.7% | -28.0% | -12.3% |
| 3M | -51.0% | +18.1% | -69.2% | -53.4% |
| 6M | +15.8% | -1.1% | +16.9% | +14.3% |
| YTD | +58.9% | -19.8% | +78.7% | +65.7% |
| 1Y | +68.5% | -34.3% | +102.8% | +87.6% |
| 3Y | +485.2% | -8.2% | +493.4% | +468.4% |
| 5Y | +2,005.1% | -25.4% | +2,030.5% | +2,048.7% |
| All | +7,161.0% | +116.1% | +7,044.9% | +5,702.4% |
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