+41.0%
TDY vs SBAC
-43.5%
+84.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | -1.1% | -2.1% | +1.0% | -0.7% |
| 30D | -12.0% | +2.0% | -14.1% | -12.5% |
| 3M | -3.2% | -8.3% | +5.1% | -1.5% |
| 6M | -7.9% | +0.3% | -8.2% | -9.1% |
| YTD | +18.2% | -2.2% | +20.4% | +17.2% |
| 1Y | +6.7% | -4.6% | +11.3% | +6.4% |
| 3Y | +47.5% | -8.3% | +55.8% | +45.0% |
| All | +41.0% | -43.5% | +84.5% | +63.1% |
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