+201.0%
STT vs TYL
+174.6%
+26.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | +0.9% | +3.5% | -2.6% | -0.2% |
| 30D | -2.3% | +26.9% | -29.2% | -9.4% |
| 3M | -7.0% | +33.8% | -40.8% | -15.6% |
| 6M | +15.5% | +28.8% | -13.4% | +4.9% |
| YTD | +35.6% | -7.9% | +43.5% | +36.3% |
| 1Y | +47.9% | -9.8% | +57.6% | +49.6% |
| 3Y | +181.1% | +1.2% | +179.9% | +167.0% |
| 5Y | +108.2% | -22.8% | +131.0% | +110.1% |
| 10Y | +201.0% | +168.8% | +32.2% | +100.9% |
| All | +201.0% | +174.6% | +26.4% | +100.9% |
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 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