+9,463.8%
TYL vs STZ
+10,950.7%
-1,486.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +15.1% | +11.8% | +3.3% | +12.9% |
| 30D | +30.1% | +26.0% | +4.1% | +24.9% |
| 3M | +40.4% | +11.5% | +28.8% | +37.7% |
| 6M | +31.3% | -2.0% | +33.2% | +31.6% |
| YTD | -5.2% | +7.9% | -13.1% | -7.1% |
| 1Y | -6.6% | +13.9% | -20.5% | -9.5% |
| 3Y | +3.4% | -35.8% | +39.2% | +10.0% |
| 5Y | -19.3% | -28.4% | +9.2% | -15.7% |
| 10Y | +178.1% | +7.1% | +171.1% | +165.7% |
| All | +9,463.8% | +10,950.7% | -1,486.9% | +5,438.5% |
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 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