-10.5%
TEM vs SBAC
+2.4%
-12.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.8% | -8.7% | -2.7% |
| 7D | -1.3% | +5.8% | -7.1% | -1.2% |
| 30D | -9.5% | +20.8% | -30.3% | -9.7% |
| 3M | +60.7% | +4.8% | +55.9% | +61.6% |
| 6M | +35.5% | -9.1% | +44.6% | +37.1% |
| YTD | +28.0% | +3.1% | +25.0% | +28.0% |
| 1Y | -10.5% | +2.2% | -12.7% | -9.6% |
| All | -10.5% | +2.4% | -12.9% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling