+194.0%
STT vs TYL
+183.6%
+10.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +4.8% | +0.8% | +3.9% | +4.5% |
| 30D | +3.9% | +21.1% | -17.2% | -2.2% |
| 3M | -8.2% | +28.9% | -37.1% | -15.7% |
| 6M | +15.6% | +42.0% | -26.4% | +1.7% |
| YTD | +37.6% | -6.6% | +44.2% | +37.8% |
| 1Y | +50.1% | -9.1% | +59.2% | +51.7% |
| 3Y | +183.1% | +1.8% | +181.2% | +168.4% |
| 5Y | +104.8% | -22.9% | +127.8% | +107.1% |
| All | +194.0% | +183.6% | +10.4% | +95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling