+44.2%
TNA vs SBAC
-4.6%
+48.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.8% |
| 7D | -7.6% | -5.3% | -2.3% | -7.3% |
| 30D | -13.6% | +0.4% | -14.0% | -13.6% |
| 3M | +2.8% | -11.9% | +14.7% | +4.5% |
| 6M | +34.5% | -4.5% | +39.0% | +35.4% |
| YTD | +41.0% | -4.3% | +45.4% | +43.0% |
| All | +44.2% | -4.6% | +48.8% | +49.8% |
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