-22.4%
TYL vs STLA
-70.1%
+47.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +6.7% | -4.5% | +11.2% | +7.4% |
| 30D | +26.5% | -3.9% | +30.4% | +27.0% |
| 3M | +37.3% | -20.2% | +57.5% | +41.5% |
| 6M | +31.2% | -42.2% | +73.3% | +41.4% |
| YTD | -7.4% | -59.3% | +52.0% | +5.2% |
| 1Y | -9.6% | -56.1% | +46.5% | +0.8% |
| 3Y | +1.9% | -73.7% | +75.6% | +22.2% |
| All | -22.4% | -70.1% | +47.7% | -19.2% |
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