-24.8%
TYL vs SBAC
-43.7%
+18.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.6% |
| 7D | -3.7% | -0.8% | -2.9% | -3.4% |
| 30D | +18.7% | +6.9% | +11.8% | +16.0% |
| 3M | +18.1% | -8.2% | +26.4% | +21.4% |
| 6M | -1.1% | -1.6% | +0.5% | -1.7% |
| YTD | -19.8% | -0.1% | -19.7% | -21.3% |
| 1Y | -34.3% | -0.5% | -33.9% | -35.6% |
| 3Y | -8.2% | -9.1% | +0.8% | -9.5% |
| All | -24.8% | -43.7% | +18.9% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling