-24.8%
TMF vs SBAC
-10.4%
-14.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.7% |
| 7D | +1.2% | +1.2% | 0.0% | +0.6% |
| 30D | +19.7% | +11.2% | +8.6% | +13.9% |
| 3M | -2.1% | +4.5% | -6.5% | -4.2% |
| 6M | -13.4% | -12.2% | -1.3% | -8.7% |
| YTD | -16.7% | -0.1% | -16.6% | -19.0% |
| 1Y | -23.3% | -0.3% | -23.1% | -25.5% |
| 3Y | -24.8% | -8.7% | -16.1% | -22.2% |
| All | -24.8% | -10.4% | -14.4% | -22.2% |
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