+15.6%
TFC vs SBAC
-43.9%
+59.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -2.5% | +3.2% | -5.7% | -3.3% |
| 3M | +4.5% | -5.1% | +9.6% | +5.7% |
| 6M | +11.0% | -2.1% | +13.1% | +10.7% |
| YTD | +5.9% | -0.5% | +6.4% | +4.8% |
| 1Y | +14.6% | +1.1% | +13.4% | +12.6% |
| 3Y | +96.7% | -7.4% | +104.2% | +92.9% |
| 5Y | +15.6% | -44.3% | +59.9% | +21.4% |
| All | +15.6% | -43.9% | +59.5% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling