+7,325.6%
STT vs TYL
+12,593.6%
-5,268.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.7% |
| 7D | +0.5% | -3.7% | +4.2% | +1.0% |
| 30D | +3.9% | +18.7% | -14.9% | +1.4% |
| 3M | +20.0% | +18.1% | +1.8% | +16.8% |
| 6M | +55.3% | -1.1% | +56.4% | +54.4% |
| YTD | +53.3% | -19.8% | +73.1% | +56.3% |
| 1Y | +74.7% | -34.3% | +109.0% | +82.7% |
| 3Y | +205.8% | -8.2% | +214.1% | +204.5% |
| 5Y | +145.0% | -25.4% | +170.4% | +149.5% |
| 10Y | +266.0% | +115.6% | +150.4% | +224.4% |
| All | +7,325.6% | +12,593.6% | -5,268.0% | +3,932.5% |
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