-22.5%
TNA vs SBAC
-44.9%
+22.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.4% |
| 7D | -3.6% | +0.2% | -3.8% | -3.7% |
| 30D | -10.1% | +3.9% | -13.9% | -12.6% |
| 3M | +2.7% | -8.2% | +10.9% | +7.5% |
| 6M | +38.4% | -2.8% | +41.2% | +34.4% |
| YTD | +45.4% | -1.5% | +47.0% | +37.4% |
| 1Y | +55.9% | 0.0% | +55.9% | +44.9% |
| 3Y | +109.8% | -8.4% | +118.2% | +96.1% |
| 5Y | -22.5% | -43.5% | +21.0% | +28.5% |
| All | -22.5% | -44.9% | +22.4% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling