+2,168.1%
TYL vs STLA
+263.8%
+1,904.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.2% |
| 7D | -3.7% | +2.6% | -6.3% | -4.1% |
| 30D | +18.7% | -1.2% | +20.0% | +18.9% |
| 3M | +18.1% | -24.8% | +42.9% | +22.7% |
| 6M | -1.1% | -25.6% | +24.4% | +2.4% |
| YTD | -19.8% | -48.9% | +29.1% | -12.9% |
| 1Y | -34.3% | -38.8% | +4.4% | -31.2% |
| 3Y | -8.2% | -64.5% | +56.3% | +2.1% |
| 5Y | -25.4% | -62.4% | +37.0% | -19.1% |
| 10Y | +115.6% | +55.4% | +60.2% | +86.1% |
| All | +2,168.1% | +263.8% | +1,904.3% | +1,793.2% |
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 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