-29.4%
TMF vs SBAC
-6.8%
-22.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -3.4% | -2.8% | -0.6% | -2.2% |
| 30D | +11.5% | +3.1% | +8.4% | +9.8% |
| 3M | -4.5% | +5.1% | -9.7% | -6.9% |
| 6M | -15.0% | -11.4% | -3.6% | -10.7% |
| YTD | -19.9% | +0.2% | -20.0% | -22.1% |
| 1Y | -26.6% | -3.9% | -22.6% | -26.6% |
| All | -29.4% | -6.8% | -22.5% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling