-23.1%
TYL vs SBAC
-39.6%
+16.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | +21.1% | +5.5% | +15.6% | +18.8% |
| 3M | +28.9% | +3.1% | +25.8% | +27.3% |
| 6M | +42.0% | -7.0% | +49.0% | +44.9% |
| YTD | -6.6% | +0.5% | -7.1% | -8.7% |
| 1Y | -9.1% | +0.2% | -9.3% | -11.1% |
| 3Y | +1.8% | -7.4% | +9.2% | -0.6% |
| All | -23.1% | -39.6% | +16.5% | -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