-9.9%
TYL vs STZ
+14.7%
-24.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.3% | -0.6% | +3.7% |
| 7D | +17.3% | +13.0% | +4.3% | +14.8% |
| 30D | +28.9% | +29.4% | -0.5% | +24.9% |
| 3M | +35.1% | +11.6% | +23.5% | +32.2% |
| 6M | +29.3% | -0.2% | +29.5% | +25.5% |
| YTD | -6.8% | +8.6% | -15.3% | -11.5% |
| 1Y | -9.9% | +15.9% | -25.8% | -15.7% |
| All | -9.9% | +14.7% | -24.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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