+21.7%
TE vs SBAC
-6.8%
+28.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.8% |
| 7D | -22.0% | -2.8% | -19.2% | -22.2% |
| 30D | -33.6% | +3.1% | -36.8% | -33.4% |
| 3M | -61.1% | +5.1% | -66.2% | -60.9% |
| 6M | -64.7% | -11.4% | -53.3% | -64.7% |
| YTD | -68.1% | +0.2% | -68.3% | -67.7% |
| 1Y | -51.7% | -3.9% | -47.8% | -50.7% |
| All | +21.7% | -6.8% | +28.5% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling