-17.3%
TEM vs SBAC
-3.2%
-14.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +0.9% | -0.8% | +1.7% | +0.9% |
| 30D | +38.4% | +6.9% | +31.5% | +37.7% |
| 3M | +23.7% | -8.2% | +31.9% | +24.9% |
| 6M | +26.0% | -1.6% | +27.6% | +25.8% |
| YTD | +9.4% | -0.1% | +9.5% | +9.2% |
| 1Y | -17.3% | -0.5% | -16.8% | -14.8% |
| All | -17.3% | -3.2% | -14.1% | -14.8% |
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