-10.0%
TYL vs SBAC
-0.1%
-9.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +3.5% | +3.0% | +0.6% | +3.1% |
| 30D | +26.9% | +4.3% | +22.6% | +26.0% |
| 3M | +33.8% | +4.1% | +29.7% | +33.0% |
| 6M | +28.8% | -11.6% | +40.5% | +28.4% |
| YTD | -7.9% | +0.4% | -8.2% | -10.0% |
| All | -10.0% | -0.1% | -9.8% | -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