+168.8%
TYL vs STLA
+21.0%
+147.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | +3.5% | -6.4% | +9.9% | +4.6% |
| 30D | +26.9% | -1.3% | +28.2% | +26.8% |
| 3M | +33.8% | -19.9% | +53.8% | +38.0% |
| 6M | +28.8% | -42.9% | +71.7% | +39.7% |
| YTD | -7.9% | -59.4% | +51.5% | +4.5% |
| 1Y | -9.8% | -56.8% | +47.1% | +1.0% |
| 3Y | +1.2% | -73.1% | +74.3% | +19.4% |
| 5Y | -22.8% | -70.1% | +47.3% | -13.4% |
| 10Y | +168.8% | +19.8% | +149.0% | +157.0% |
| All | +168.8% | +21.0% | +147.8% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling