+628.3%
TLN vs SBAC
-8.4%
+636.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.9% | +9.0% | +6.9% |
| 7D | -1.3% | +1.2% | -2.5% | -1.1% |
| 30D | -10.5% | +11.2% | -21.7% | -9.5% |
| 3M | +0.1% | +4.5% | -4.4% | +0.3% |
| 6M | -17.4% | -12.2% | -5.2% | -18.5% |
| YTD | -9.7% | -0.1% | -9.5% | -9.4% |
| 1Y | -12.3% | -0.3% | -12.0% | -12.0% |
| 3Y | +528.3% | -8.7% | +537.0% | +532.8% |
| All | +628.3% | -8.4% | +636.7% | +621.3% |
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