+7,724.9%
TYL vs SBAC
+2,252.5%
+5,472.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +15.1% | +4.4% | +10.7% | +14.5% |
| 30D | +30.1% | +13.8% | +16.3% | +28.0% |
| 3M | +40.4% | +9.0% | +31.4% | +38.8% |
| 6M | +31.3% | -10.0% | +41.3% | +32.8% |
| YTD | -5.2% | +1.8% | -7.0% | -6.0% |
| 1Y | -6.6% | +1.1% | -7.7% | -7.3% |
| 3Y | +3.4% | -9.5% | +12.9% | +3.4% |
| 5Y | -19.3% | -39.0% | +19.7% | -15.6% |
| 10Y | +178.1% | +101.1% | +77.0% | +156.9% |
| All | +7,724.9% | +2,252.5% | +5,472.4% | +6,215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling