+6,954.6%
TDY vs SBAC
+1,631.8%
+5,322.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -13.8% | +3.9% | -17.6% | -14.3% |
| 3M | -3.9% | -8.2% | +4.3% | -2.9% |
| 6M | -9.0% | -2.8% | -6.2% | -9.3% |
| YTD | +16.5% | -1.5% | +18.1% | +15.7% |
| 1Y | +9.3% | 0.0% | +9.2% | +8.2% |
| 3Y | +45.1% | -8.4% | +53.5% | +44.3% |
| 5Y | +35.0% | -43.5% | +78.5% | +44.0% |
| 10Y | +469.0% | +86.9% | +382.1% | +405.2% |
| All | +6,954.6% | +1,631.8% | +5,322.8% | +6,119.3% |
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 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