+76.5%
TNA vs SBAC
+87.1%
-10.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | -0.8% |
| 7D | -7.3% | -2.1% | -5.2% | -5.6% |
| 30D | -14.2% | +2.0% | -16.2% | -15.7% |
| 3M | -4.6% | -8.3% | +3.7% | +0.4% |
| 6M | +36.9% | +0.3% | +36.6% | +27.9% |
| YTD | +42.5% | -2.2% | +44.8% | +33.9% |
| 1Y | +45.8% | -4.6% | +50.4% | +39.9% |
| 3Y | +104.7% | -8.3% | +112.9% | +91.4% |
| 5Y | -21.7% | -42.8% | +21.1% | +23.6% |
| All | +76.5% | +87.1% | -10.6% | +67.7% |
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 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