+2,581.4%
TYL vs STLA
+190.5%
+2,390.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.3% |
| 7D | +15.1% | -5.5% | +20.6% | +16.0% |
| 30D | +30.1% | -3.7% | +33.7% | +30.4% |
| 3M | +40.4% | -21.1% | +61.5% | +44.6% |
| 6M | +31.3% | -38.3% | +69.6% | +39.4% |
| YTD | -5.2% | -59.2% | +54.0% | +5.9% |
| 1Y | -6.6% | -56.7% | +50.1% | +3.2% |
| 3Y | +3.4% | -74.3% | +77.7% | +20.4% |
| 5Y | -19.3% | -70.2% | +51.0% | -9.8% |
| 10Y | +178.1% | +23.4% | +154.8% | +147.6% |
| All | +2,581.4% | +190.5% | +2,390.9% | +2,203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling