-21.1%
TYL vs SBAC
-40.1%
+19.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.6% |
| 7D | +4.3% | +3.6% | +0.7% | +3.0% |
| 30D | +28.0% | +4.9% | +23.1% | +25.8% |
| 3M | +32.3% | +6.5% | +25.9% | +29.2% |
| 6M | +29.9% | -11.1% | +41.0% | +34.6% |
| YTD | -7.1% | +0.9% | -8.0% | -9.4% |
| 1Y | -9.2% | -1.6% | -7.7% | -10.6% |
| 3Y | +0.7% | -7.0% | +7.7% | -1.8% |
| 5Y | -21.1% | -39.2% | +18.2% | -2.1% |
| All | -21.1% | -40.1% | +19.0% | -2.1% |
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 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