-84.3%
TMF vs SBAC
+93.8%
-178.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | +1.2% | +1.2% | 0.0% | +0.9% |
| 30D | +19.7% | +11.2% | +8.6% | +17.0% |
| 3M | -2.1% | +4.5% | -6.5% | -3.1% |
| 6M | -13.4% | -12.2% | -1.3% | -11.5% |
| YTD | -16.7% | -0.1% | -16.6% | -17.6% |
| 1Y | -23.3% | -0.3% | -23.1% | -24.2% |
| 3Y | -24.8% | -8.7% | -16.1% | -24.1% |
| 5Y | -88.0% | -40.2% | -47.9% | -87.9% |
| All | -84.3% | +93.8% | -178.1% | -88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling