+131.2%
TLT vs SBAC
+12,577.3%
-12,446.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.4% |
| 30D | -0.6% | +6.9% | -7.5% | -0.4% |
| 3M | -2.7% | -8.2% | +5.5% | -2.9% |
| 6M | -5.6% | -1.6% | -4.0% | -5.6% |
| YTD | -2.8% | -0.1% | -2.7% | -2.7% |
| 1Y | -1.4% | -0.5% | -1.0% | -1.3% |
| 3Y | -1.6% | -9.1% | +7.5% | -1.6% |
| 5Y | -33.8% | -43.8% | +10.0% | -34.9% |
| 10Y | -21.1% | +80.5% | -101.7% | -18.0% |
| All | +131.2% | +12,577.3% | -12,446.0% | +178.6% |
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