-17.4%
TLN vs SBAC
-12.3%
-5.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.9% | +9.0% | +6.8% |
| 7D | -1.3% | +1.2% | -2.5% | -0.9% |
| 30D | -10.5% | +11.2% | -21.7% | -9.8% |
| 3M | +0.1% | +4.5% | -4.4% | -1.8% |
| 6M | -17.4% | -12.2% | -5.2% | -22.5% |
| All | -17.4% | -12.3% | -5.1% | -22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling