-88.5%
TMF vs SBAC
-41.3%
-47.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.7% |
| 7D | -8.2% | -3.4% | -4.8% | -6.8% |
| 30D | +5.3% | +2.6% | +2.7% | +4.0% |
| 3M | -8.5% | +2.6% | -11.1% | -9.8% |
| 6M | -17.2% | -11.5% | -5.7% | -13.6% |
| YTD | -23.4% | -1.6% | -21.8% | -25.1% |
| 1Y | -30.2% | -5.1% | -25.1% | -30.5% |
| 3Y | -32.9% | -9.3% | -23.6% | -31.7% |
| 5Y | -88.5% | -41.0% | -47.6% | -85.7% |
| All | -88.5% | -41.3% | -47.2% | -85.7% |
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