-87.4%
TMF vs SBAC
-43.7%
-43.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.8% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | -2.8% | +6.9% | -9.8% | -5.6% |
| 3M | -10.9% | -8.2% | -2.7% | -8.1% |
| 6M | -21.3% | -1.6% | -19.7% | -22.5% |
| YTD | -15.9% | -0.1% | -15.8% | -18.0% |
| 1Y | -15.7% | -0.5% | -15.3% | -17.9% |
| 3Y | -43.4% | -9.1% | -34.3% | -42.5% |
| All | -87.4% | -43.7% | -43.8% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling