+581.7%
TLN vs SBAC
-8.4%
+590.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.8% | +3.6% |
| 7D | +7.1% | -0.8% | +7.8% | +7.0% |
| 30D | -3.9% | +6.9% | -10.8% | -3.1% |
| 3M | -16.2% | -8.2% | -7.9% | -16.7% |
| 6M | -5.8% | -1.6% | -4.2% | -5.6% |
| YTD | -15.4% | -0.1% | -15.3% | -14.9% |
| 1Y | -16.7% | -0.5% | -16.2% | -16.1% |
| 3Y | +473.8% | -9.1% | +482.8% | +477.3% |
| All | +581.7% | -8.4% | +590.1% | +577.3% |
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