+38.5%
TNA vs SBAC
+2.4%
+36.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.8% | -1.4% | +3.9% |
| 7D | +2.4% | +5.8% | -3.4% | +1.9% |
| 30D | -0.9% | +20.8% | -21.7% | -2.7% |
| 3M | -19.2% | +4.8% | -24.0% | -19.7% |
| 6M | -0.8% | -9.1% | +8.3% | +0.9% |
| YTD | +33.2% | +3.1% | +30.1% | +36.5% |
| 1Y | +38.5% | +2.2% | +36.3% | +44.8% |
| All | +38.5% | +2.4% | +36.1% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling