+6,216.0%
STT vs TYL
+14,906.9%
-8,690.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -4.9% |
| 7D | -4.9% | +15.1% | -20.0% | -6.7% |
| 30D | -6.0% | +30.1% | -36.0% | -9.4% |
| 3M | -11.7% | +40.4% | -52.0% | -15.9% |
| 6M | +11.7% | +31.3% | -19.6% | +6.8% |
| YTD | +30.4% | -5.2% | +35.6% | +29.7% |
| 1Y | +43.9% | -6.6% | +50.5% | +43.3% |
| 3Y | +165.4% | +3.4% | +162.0% | +159.6% |
| 5Y | +101.0% | -19.3% | +120.3% | +101.9% |
| 10Y | +210.7% | +178.1% | +32.6% | +165.9% |
| All | +6,216.0% | +14,906.9% | -8,690.9% | +3,245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling