+187.8%
TYL vs STLA
-4.1%
+191.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.8% | -13.8% | +14.6% | +3.2% |
| 30D | +21.1% | -10.5% | +31.7% | +22.8% |
| 3M | +28.9% | -28.9% | +57.8% | +35.5% |
| 6M | +42.0% | -49.7% | +91.8% | +57.2% |
| YTD | -6.6% | -64.9% | +58.3% | +8.7% |
| 1Y | -9.1% | -64.0% | +55.0% | +5.0% |
| 3Y | +1.8% | -77.4% | +79.3% | +24.2% |
| 5Y | -22.9% | -74.4% | +51.5% | -11.2% |
| All | +187.8% | -4.1% | +191.9% | +158.4% |
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