+6,518.7%
TYL vs SBAC
+2,208.1%
+4,310.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.9% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | +18.7% | +6.9% | +11.8% | +17.8% |
| 3M | +18.1% | -8.2% | +26.4% | +19.3% |
| 6M | -1.1% | -1.6% | +0.5% | -1.3% |
| YTD | -19.8% | -0.1% | -19.7% | -20.2% |
| 1Y | -34.3% | -0.5% | -33.9% | -34.7% |
| 3Y | -8.2% | -9.1% | +0.8% | -8.2% |
| 5Y | -25.4% | -43.8% | +18.4% | -21.3% |
| 10Y | +115.6% | +80.5% | +35.1% | +101.4% |
| All | +6,518.7% | +2,208.1% | +4,310.6% | +5,259.1% |
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 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