+285.5%
TFC vs SBAC
+2,207.9%
-1,922.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +1.2% | +1.2% | 0.0% | +1.0% |
| 30D | +8.3% | +11.2% | -2.8% | +6.8% |
| 3M | -5.2% | +4.5% | -9.6% | -5.8% |
| 6M | -0.8% | -12.2% | +11.4% | +0.6% |
| YTD | +3.4% | -0.1% | +3.6% | +2.7% |
| 1Y | +17.0% | -0.3% | +17.3% | +16.1% |
| 3Y | +86.2% | -8.7% | +94.9% | +85.6% |
| 5Y | -2.3% | -40.2% | +37.9% | +2.4% |
| 10Y | +93.9% | +97.3% | -3.4% | +74.6% |
| All | +285.5% | +2,207.9% | -1,922.4% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling