+2,022.6%
STRL vs TYL
-25.2%
+2,047.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.0% | +9.8% | +6.0% |
| 7D | +3.4% | -3.7% | +7.1% | +3.6% |
| 30D | -9.2% | +18.7% | -28.0% | -10.4% |
| 3M | -51.0% | +18.1% | -69.2% | -52.0% |
| 6M | +15.8% | -1.1% | +16.9% | +16.9% |
| YTD | +58.9% | -19.8% | +78.7% | +69.4% |
| 1Y | +68.5% | -34.3% | +102.8% | +91.7% |
| 3Y | +485.2% | -8.2% | +493.4% | +480.2% |
| All | +2,022.6% | -25.2% | +2,047.7% | +2,196.8% |
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 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