+799.0%
STRL vs TYL
-20.5%
+819.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +1.7% | -15.6% | -13.8% |
| 7D | -34.6% | +15.1% | -49.7% | -34.6% |
| 30D | -56.7% | +30.1% | -86.7% | -56.8% |
| 3M | -54.4% | +40.4% | -94.8% | -55.0% |
| 6M | -69.7% | +31.3% | -101.0% | -70.1% |
| YTD | -20.2% | -5.2% | -15.0% | -14.9% |
| 1Y | -40.6% | -6.6% | -34.0% | -36.4% |
| 3Y | +221.7% | +3.4% | +218.3% | +224.2% |
| 5Y | +799.0% | -19.3% | +818.2% | +896.9% |
| All | +799.0% | -20.5% | +819.5% | +896.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling