-11.5%
TCOM vs SBAC
+87.1%
-98.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | -4.9% | -2.1% | -2.8% | -4.6% |
| 30D | -14.4% | +2.0% | -16.4% | -14.7% |
| 3M | -17.7% | -8.3% | -9.4% | -16.7% |
| 6M | -25.1% | +0.3% | -25.4% | -25.6% |
| YTD | -45.7% | -2.2% | -43.5% | -46.0% |
| 1Y | -47.9% | -4.6% | -43.2% | -47.9% |
| 3Y | +8.9% | -8.3% | +17.2% | +7.9% |
| 5Y | +26.9% | -42.8% | +69.7% | +35.2% |
| All | -11.5% | +87.1% | -98.7% | -24.4% |
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