-9.2%
TYL vs STZ
+12.7%
-21.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +19.6% |
| 3M | +33.4% | +8.8% | +24.6% | +30.7% |
| 6M | +36.8% | +3.1% | +33.7% | +33.5% |
| YTD | -6.7% | +7.9% | -14.6% | -11.5% |
| 1Y | -9.2% | +14.2% | -23.4% | -15.7% |
| All | -9.2% | +12.7% | -21.9% | -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