-21.1%
TYL vs STLA
-71.4%
+50.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.5% | +1.4% |
| 7D | +4.3% | -4.9% | +9.2% | +5.1% |
| 30D | +28.0% | -4.9% | +32.9% | +28.6% |
| 3M | +32.3% | -23.7% | +56.0% | +37.3% |
| 6M | +29.9% | -45.0% | +74.9% | +41.2% |
| YTD | -7.1% | -60.9% | +53.8% | +6.1% |
| 1Y | -9.2% | -58.9% | +49.7% | +2.4% |
| 3Y | +0.7% | -74.4% | +75.1% | +21.0% |
| 5Y | -21.1% | -71.5% | +50.5% | -16.5% |
| All | -21.1% | -71.4% | +50.4% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling