-34.3%
TYL vs STZ
-10.2%
-24.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.0% |
| 7D | -3.7% | -1.9% | -1.8% | -3.6% |
| 30D | +18.7% | -1.9% | +20.6% | +19.0% |
| 3M | +18.1% | -6.2% | +24.4% | +18.4% |
| 6M | -1.1% | -14.0% | +12.9% | -1.4% |
| YTD | -19.8% | -5.1% | -14.7% | -22.4% |
| 1Y | -34.3% | -9.6% | -24.8% | -36.6% |
| All | -34.3% | -10.2% | -24.1% | -36.6% |
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 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