+587.5%
TLN vs SBAC
-9.7%
+597.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -2.0% |
| 7D | +5.8% | +0.2% | +5.7% | +5.9% |
| 30D | -6.9% | +3.9% | -10.7% | -6.4% |
| 3M | -10.9% | -8.2% | -2.7% | -11.5% |
| 6M | -4.6% | -2.8% | -1.8% | -4.5% |
| YTD | -14.7% | -1.5% | -13.2% | -14.3% |
| 1Y | -17.9% | 0.0% | -17.9% | -17.2% |
| 3Y | +483.9% | -8.4% | +492.3% | +486.6% |
| All | +587.5% | -9.7% | +597.2% | +581.8% |
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 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