+168.9%
TYL vs STZ
+3.4%
+165.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.8% |
| 7D | +6.7% | +4.9% | +1.8% | +5.3% |
| 30D | +26.5% | +20.9% | +5.7% | +20.4% |
| 3M | +37.3% | +8.0% | +29.3% | +34.5% |
| 6M | +31.2% | -5.3% | +36.5% | +32.6% |
| YTD | -7.4% | +5.9% | -13.3% | -10.1% |
| 1Y | -9.6% | +14.2% | -23.8% | -14.2% |
| 3Y | +1.9% | -37.0% | +38.9% | +12.7% |
| 5Y | -21.1% | -29.7% | +8.6% | -15.4% |
| All | +168.9% | +3.4% | +165.5% | +162.1% |
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