+108.8%
TNA vs SBAC
-8.7%
+117.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.7% |
| 7D | -3.6% | +0.2% | -3.8% | -3.7% |
| 30D | -10.1% | +3.9% | -13.9% | -11.4% |
| 3M | +2.7% | -8.2% | +10.9% | +5.7% |
| 6M | +38.4% | -2.8% | +41.2% | +37.8% |
| YTD | +45.4% | -1.5% | +47.0% | +42.6% |
| 1Y | +55.9% | 0.0% | +55.9% | +51.4% |
| All | +108.8% | -8.7% | +117.5% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling