+168.8%
TYL vs STZ
+12.5%
+156.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.3% |
| 7D | +3.5% | +3.4% | +0.1% | +2.6% |
| 30D | +26.9% | +19.6% | +7.3% | +21.0% |
| 3M | +33.8% | +8.0% | +25.8% | +31.0% |
| 6M | +28.8% | -0.3% | +29.1% | +28.5% |
| YTD | -7.9% | +8.6% | -16.4% | -11.3% |
| 1Y | -9.8% | +17.3% | -27.1% | -15.1% |
| 3Y | +1.2% | -34.7% | +35.9% | +10.9% |
| 5Y | -22.8% | -27.6% | +4.8% | -17.8% |
| 10Y | +168.8% | +11.8% | +157.1% | +150.0% |
| All | +168.8% | +12.5% | +156.3% | +150.0% |
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