+537.0%
TDG vs SBAC
+87.1%
+449.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.5% |
| 7D | -1.9% | -2.1% | +0.2% | -1.2% |
| 30D | -7.7% | +2.0% | -9.7% | -8.3% |
| 3M | -9.3% | -8.3% | -1.0% | -7.3% |
| 6M | -9.4% | +0.3% | -9.7% | -10.9% |
| YTD | -14.3% | -2.2% | -12.0% | -15.3% |
| 1Y | -11.8% | -4.6% | -7.2% | -12.3% |
| 3Y | +52.0% | -8.3% | +60.3% | +48.5% |
| 5Y | +128.8% | -42.8% | +171.7% | +167.2% |
| All | +537.0% | +87.1% | +449.8% | +379.3% |
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