-22.4%
TYL vs STZ
-29.7%
+7.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.7% |
| 7D | +6.7% | +4.9% | +1.8% | +5.1% |
| 30D | +26.5% | +20.9% | +5.7% | +19.7% |
| 3M | +37.3% | +8.0% | +29.3% | +34.0% |
| 6M | +31.2% | -5.3% | +36.5% | +32.4% |
| YTD | -7.4% | +5.9% | -13.3% | -11.1% |
| 1Y | -9.6% | +14.2% | -23.8% | -15.7% |
| 3Y | +1.9% | -37.0% | +38.9% | +16.1% |
| All | -22.4% | -29.7% | +7.3% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling