+75.7%
TFC vs SBAC
+114.8%
-39.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | +2.3% | +0.6% | +1.6% | +2.1% |
| 30D | +10.8% | +5.5% | +5.3% | +9.1% |
| 3M | -3.8% | +3.1% | -6.8% | -4.8% |
| 6M | +9.6% | -7.0% | +16.6% | +11.1% |
| YTD | +5.8% | +0.5% | +5.3% | +3.7% |
| 1Y | +16.2% | +0.2% | +15.9% | +14.0% |
| 3Y | +96.0% | -7.4% | +103.3% | +92.2% |
| 5Y | +1.7% | -39.7% | +41.4% | +12.8% |
| All | +75.7% | +114.8% | -39.1% | +68.5% |
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