+504.0%
STRL vs TYL
-8.1%
+512.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.0% | +9.8% | +5.0% |
| 7D | +3.4% | -3.7% | +7.1% | +2.7% |
| 30D | -9.2% | +18.7% | -28.0% | -6.3% |
| 3M | -51.0% | +18.1% | -69.2% | -49.1% |
| 6M | +15.8% | -1.1% | +16.9% | +22.3% |
| YTD | +58.9% | -19.8% | +78.7% | +76.9% |
| 1Y | +68.5% | -34.3% | +102.8% | +101.2% |
| All | +504.0% | -8.1% | +512.2% | +502.8% |
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 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