+596.2%
STX vs TYL
+5.0%
+591.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +1.7% | -17.9% | -15.6% |
| 7D | -33.4% | +15.1% | -48.5% | -29.6% |
| 30D | -42.1% | +30.1% | -72.1% | -36.1% |
| 3M | -44.3% | +40.4% | -84.6% | -36.7% |
| 6M | -39.4% | +31.3% | -70.7% | -30.4% |
| YTD | +70.0% | -5.2% | +75.2% | +97.2% |
| 1Y | +70.2% | -6.6% | +76.8% | +97.5% |
| All | +596.2% | +5.0% | +591.3% | +673.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling