+292.3%
TFC vs SBAC
+2,232.4%
-1,940.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.7% | +3.6% | -1.9% | +1.2% |
| 30D | +9.0% | +4.9% | +4.1% | +8.3% |
| 3M | -2.1% | +6.5% | -8.6% | -3.0% |
| 6M | +3.4% | -11.1% | +14.5% | +4.7% |
| YTD | +5.3% | +0.9% | +4.4% | +4.3% |
| 1Y | +16.2% | -1.6% | +17.7% | +15.5% |
| 3Y | +94.8% | -7.0% | +101.8% | +93.7% |
| 5Y | -0.7% | -39.2% | +38.6% | +3.9% |
| 10Y | +80.9% | +111.4% | -30.5% | +61.6% |
| All | +292.3% | +2,232.4% | -1,940.0% | +174.8% |
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 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