+328.6%
TMO vs SBAC
+87.1%
+241.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.3% |
| 7D | -0.6% | -2.1% | +1.5% | 0.0% |
| 30D | +1.1% | +2.0% | -0.9% | +0.4% |
| 3M | +28.3% | -8.3% | +36.6% | +31.5% |
| 6M | +23.3% | +0.3% | +22.9% | +20.6% |
| YTD | +5.5% | -2.2% | +7.7% | +3.7% |
| 1Y | +24.5% | -4.6% | +29.2% | +23.5% |
| 3Y | +19.6% | -8.3% | +27.9% | +16.9% |
| 5Y | +8.1% | -42.8% | +51.0% | +27.7% |
| All | +328.6% | +87.1% | +241.5% | +271.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling