+487.4%
STX vs TYL
-22.8%
+510.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.6% | +10.4% | +9.8% |
| 7D | -14.8% | +3.5% | -18.3% | -14.8% |
| 30D | -35.4% | +26.9% | -62.3% | -36.0% |
| 3M | -37.7% | +33.8% | -71.5% | -38.8% |
| 6M | -35.2% | +28.8% | -64.1% | -36.5% |
| YTD | +84.4% | -7.9% | +92.3% | +95.6% |
| 1Y | +82.3% | -9.8% | +92.0% | +94.3% |
| 3Y | +646.2% | +1.2% | +645.0% | +624.2% |
| 5Y | +487.4% | -22.8% | +510.2% | +522.3% |
| All | +487.4% | -22.8% | +510.2% | +522.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling