-24.3%
TMF vs SBAC
+2.4%
-26.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.4% | +1.5% |
| 7D | +4.0% | +5.8% | -1.8% | +3.1% |
| 30D | +19.5% | +20.8% | -1.3% | +16.0% |
| 3M | -3.5% | +4.8% | -8.3% | -4.5% |
| 6M | -10.6% | -9.1% | -1.5% | -9.3% |
| YTD | -17.1% | +3.1% | -20.1% | -16.4% |
| 1Y | -24.3% | +2.2% | -26.4% | -23.1% |
| All | -24.3% | +2.4% | -26.6% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling