-9.6%
TYL vs STLA
-56.7%
+47.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +6.7% | -4.5% | +11.2% | +6.6% |
| 30D | +26.5% | -3.9% | +30.4% | +26.7% |
| 3M | +37.3% | -20.2% | +57.5% | +36.3% |
| 6M | +31.2% | -42.2% | +73.3% | +26.8% |
| YTD | -7.4% | -59.3% | +52.0% | -10.3% |
| 1Y | -9.6% | -56.1% | +46.5% | -13.7% |
| All | -9.6% | -56.7% | +47.1% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling