+126.1%
TDG vs SBAC
-45.4%
+171.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +3.0% | +0.7% |
| 7D | -2.7% | -5.3% | +2.6% | -1.5% |
| 30D | -9.3% | +0.4% | -9.7% | -9.4% |
| 3M | -7.1% | -11.9% | +4.8% | -4.6% |
| 6M | -11.2% | -4.5% | -6.7% | -11.0% |
| YTD | -15.3% | -4.3% | -10.9% | -15.3% |
| 1Y | -12.5% | -3.9% | -8.6% | -12.8% |
| 3Y | +51.2% | -11.0% | +62.2% | +50.1% |
| 5Y | +126.1% | -44.1% | +170.2% | +164.5% |
| All | +126.1% | -45.4% | +171.5% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling