+9,245.8%
TYL vs STZ
+10,752.7%
-1,506.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | +6.7% | +4.9% | +1.8% | +5.8% |
| 30D | +26.5% | +20.9% | +5.7% | +22.4% |
| 3M | +37.3% | +8.0% | +29.3% | +35.5% |
| 6M | +31.2% | -5.3% | +36.5% | +32.3% |
| YTD | -7.4% | +5.9% | -13.3% | -8.9% |
| 1Y | -9.6% | +14.2% | -23.8% | -12.4% |
| 3Y | +1.9% | -37.0% | +38.9% | +8.7% |
| 5Y | -21.1% | -29.7% | +8.6% | -17.4% |
| 10Y | +171.8% | +5.2% | +166.6% | +160.5% |
| All | +9,245.8% | +10,752.7% | -1,506.9% | +5,330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling