+8,757.3%
STX vs TYL
+9,255.9%
-498.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +1.7% | -17.9% | -16.8% |
| 7D | -33.4% | +15.1% | -48.5% | -36.7% |
| 30D | -42.1% | +30.1% | -72.1% | -47.4% |
| 3M | -44.3% | +40.4% | -84.6% | -51.2% |
| 6M | -39.4% | +31.3% | -70.7% | -47.5% |
| YTD | +70.0% | -5.2% | +75.2% | +61.8% |
| 1Y | +70.2% | -6.6% | +76.8% | +62.6% |
| 3Y | +585.2% | +3.4% | +581.8% | +508.3% |
| 5Y | +455.7% | -19.3% | +474.9% | +432.0% |
| 10Y | +2,007.9% | +178.1% | +1,829.7% | +1,082.0% |
| All | +8,757.3% | +9,255.9% | -498.6% | +1,097.0% |
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