-7.2%
TYL vs SBAC
-8.8%
+1.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.8% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | +18.7% | +6.9% | +11.8% | +17.2% |
| 3M | +18.1% | -8.2% | +26.4% | +19.8% |
| 6M | -1.1% | -1.6% | +0.5% | -1.3% |
| YTD | -19.8% | -0.1% | -19.7% | -20.5% |
| 1Y | -34.3% | -0.5% | -33.9% | -34.9% |
| All | -7.2% | -8.8% | +1.7% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling