-70.2%
TMF vs SBAC
+701.3%
-771.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.4% | -3.9% |
| 7D | -1.1% | +3.6% | -4.7% | -1.0% |
| 30D | +11.8% | +4.9% | +6.9% | +11.9% |
| 3M | -4.0% | +6.5% | -10.5% | -4.0% |
| 6M | -16.5% | -11.1% | -5.4% | -16.7% |
| YTD | -19.9% | +0.9% | -20.8% | -19.9% |
| 1Y | -25.6% | -1.6% | -24.0% | -25.6% |
| 3Y | -29.9% | -7.0% | -22.9% | -30.2% |
| 5Y | -88.2% | -39.2% | -49.0% | -89.3% |
| 10Y | -81.7% | +111.4% | -193.1% | -73.2% |
| All | -70.2% | +701.3% | -771.4% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling