+50.3%
STT vs TYL
-8.9%
+59.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +5.1% | -1.6% | +6.7% | +5.1% |
| 30D | -0.2% | +22.1% | -22.3% | -0.2% |
| 3M | -8.1% | +33.4% | -41.5% | -8.2% |
| 6M | +16.6% | +36.8% | -20.2% | +16.4% |
| YTD | +37.8% | -6.7% | +44.5% | +41.2% |
| All | +50.3% | -8.9% | +59.3% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling