+7,989.6%
TYL vs STZ
+9,621.1%
-1,631.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -3.7% | -1.9% | -1.8% | -3.3% |
| 30D | +18.7% | -1.9% | +20.6% | +19.1% |
| 3M | +18.1% | -6.2% | +24.4% | +19.4% |
| 6M | -1.1% | -14.0% | +12.9% | +1.1% |
| YTD | -19.8% | -5.1% | -14.7% | -19.7% |
| 1Y | -34.3% | -9.6% | -24.8% | -33.7% |
| 3Y | -8.2% | -47.2% | +39.0% | +1.0% |
| 5Y | -25.4% | -33.6% | +8.2% | -21.1% |
| 10Y | +115.6% | -9.8% | +125.3% | +111.9% |
| All | +7,989.6% | +9,621.1% | -1,631.5% | +4,690.2% |
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