+303.2%
TFC vs SBAC
+2,208.1%
-1,904.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | -1.3% | +6.9% | -8.2% | -2.2% |
| 3M | +6.1% | -8.2% | +14.3% | +7.1% |
| 6M | +7.3% | -1.6% | +9.0% | +7.0% |
| YTD | +8.2% | -0.1% | +8.3% | +7.5% |
| 1Y | +14.4% | -0.5% | +14.9% | +13.6% |
| 3Y | +93.7% | -9.1% | +102.8% | +93.4% |
| 5Y | +16.4% | -43.8% | +60.2% | +23.0% |
| 10Y | +101.6% | +80.5% | +21.0% | +83.5% |
| All | +303.2% | +2,208.1% | -1,904.9% | +183.1% |
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