-9.1%
TYL vs SBAC
-2.9%
-6.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +21.1% | +5.5% | +15.6% | +20.1% |
| 3M | +28.9% | +3.1% | +25.8% | +28.2% |
| 6M | +42.0% | -7.0% | +49.0% | +41.7% |
| YTD | -6.6% | +0.5% | -7.1% | -8.8% |
| 1Y | -9.1% | +0.2% | -9.3% | -11.1% |
| All | -9.1% | -2.9% | -6.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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