+12,981.4%
TDG vs SBAC
+864.1%
+12,117.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -0.9% | -0.1% | -0.9% | -0.9% |
| 30D | -6.5% | +3.2% | -9.8% | -7.6% |
| 3M | -5.1% | -5.1% | 0.0% | -4.0% |
| 6M | -11.5% | -2.1% | -9.4% | -12.5% |
| YTD | -13.9% | -0.5% | -13.4% | -15.6% |
| 1Y | -11.5% | +1.1% | -12.6% | -13.9% |
| 3Y | +53.7% | -7.4% | +61.1% | +49.7% |
| 5Y | +135.5% | -44.3% | +179.8% | +172.5% |
| 10Y | +535.2% | +77.6% | +457.6% | +366.5% |
| All | +12,981.4% | +864.1% | +12,117.3% | +4,795.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling