+187.5%
TYL vs STZ
+12.6%
+174.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +22.1% | +14.7% | +7.4% | +17.7% |
| 3M | +33.4% | +8.8% | +24.6% | +30.3% |
| 6M | +36.8% | +3.1% | +33.7% | +35.3% |
| YTD | -6.7% | +7.9% | -14.6% | -10.0% |
| 1Y | -9.2% | +14.2% | -23.4% | -13.9% |
| 3Y | +1.2% | -35.2% | +36.4% | +11.1% |
| 5Y | -23.0% | -29.6% | +6.6% | -17.5% |
| All | +187.5% | +12.6% | +174.9% | +163.5% |
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