+7.8%
TCOM vs SBAC
+114.8%
-107.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | +12.1% | +5.5% | +6.6% | +11.1% |
| 3M | -3.2% | +3.1% | -6.3% | -3.8% |
| 6M | -16.6% | -7.0% | -9.6% | -16.0% |
| YTD | -39.4% | +0.5% | -39.9% | -40.0% |
| 1Y | -41.5% | +0.2% | -41.7% | -42.1% |
| 3Y | +24.4% | -7.4% | +31.7% | +23.1% |
| 5Y | +41.6% | -39.7% | +81.3% | +49.0% |
| All | +7.8% | +114.8% | -107.0% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling