+52.2%
TEM vs SBAC
+0.2%
+52.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.6% | -4.6% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | +11.3% | +3.9% | +7.4% | +11.0% |
| 3M | +25.5% | -8.2% | +33.7% | +26.4% |
| 6M | +17.1% | -2.8% | +19.9% | +16.8% |
| YTD | +3.8% | -1.5% | +5.3% | +3.3% |
| 1Y | -24.4% | 0.0% | -24.4% | -24.6% |
| All | +52.2% | +0.2% | +52.1% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling