+116.6%
TYL vs STZ
-9.8%
+126.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -3.7% | -1.9% | -1.8% | -3.2% |
| 30D | +18.7% | -1.9% | +20.6% | +19.3% |
| 3M | +18.1% | -6.2% | +24.4% | +19.9% |
| 6M | -1.1% | -14.0% | +12.9% | +2.1% |
| YTD | -19.8% | -5.1% | -14.7% | -19.9% |
| 1Y | -34.3% | -9.6% | -24.8% | -33.6% |
| 3Y | -8.2% | -47.2% | +39.0% | +6.7% |
| 5Y | -25.4% | -33.6% | +8.2% | -18.7% |
| All | +116.6% | -9.8% | +126.4% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling