-22.4%
TYL vs SBAC
-40.3%
+18.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.6% |
| 7D | +6.7% | +1.2% | +5.4% | +6.2% |
| 30D | +26.5% | +11.2% | +15.4% | +21.8% |
| 3M | +37.3% | +4.5% | +32.8% | +34.9% |
| 6M | +31.2% | -12.2% | +43.3% | +36.5% |
| YTD | -7.4% | -0.1% | -7.2% | -9.3% |
| 1Y | -9.6% | -0.3% | -9.3% | -11.5% |
| 3Y | +1.9% | -8.7% | +10.6% | +0.2% |
| All | -22.4% | -40.3% | +18.0% | -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