+227.8%
STRL vs TYL
+5.0%
+222.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +1.7% | -15.6% | -13.3% |
| 7D | -34.6% | +15.1% | -49.7% | -31.2% |
| 30D | -56.7% | +30.1% | -86.7% | -52.7% |
| 3M | -54.4% | +40.4% | -94.8% | -49.2% |
| 6M | -69.7% | +31.3% | -101.0% | -65.9% |
| YTD | -20.2% | -5.2% | -15.0% | -4.8% |
| 1Y | -40.6% | -6.6% | -34.0% | -29.0% |
| All | +227.8% | +5.0% | +222.9% | +247.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling