+2.7%
TYL vs SUNB
-5.1%
+7.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.9% | -8.0% | -3.3% |
| 7D | -3.7% | -6.3% | +2.6% | -4.6% |
| 30D | +18.7% | -14.2% | +32.9% | +15.9% |
| 3M | +18.1% | -14.7% | +32.9% | +15.4% |
| 6M | -1.1% | -7.9% | +6.8% | -1.0% |
| All | +2.7% | -5.1% | +7.7% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 1y: compounded portfolio wealth divided by compounded SUNB 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…
1y analysis · Full analysis span regression · 6 months rolling