-35.0%
STRL vs TYL
-9.6%
-25.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +1.6% |
| 7D | -26.9% | +6.7% | -33.6% | -22.1% |
| 30D | -52.7% | +26.5% | -79.2% | -42.1% |
| 3M | -52.8% | +37.3% | -90.1% | -38.0% |
| 6M | -71.5% | +31.2% | -102.6% | -61.5% |
| YTD | -17.4% | -7.4% | -10.1% | -5.2% |
| 1Y | -35.0% | -9.6% | -25.4% | -26.5% |
| All | -35.0% | -9.6% | -25.4% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling