+1,316.1%
TNA vs SBAC
+1,389.8%
-73.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +2.0% |
| 7D | -0.1% | -0.8% | +0.7% | +0.7% |
| 30D | -4.9% | +6.9% | -11.8% | -12.5% |
| 3M | +0.4% | -8.2% | +8.6% | +6.4% |
| 6M | +32.5% | -1.6% | +34.2% | +20.7% |
| YTD | +53.7% | -0.1% | +53.8% | +33.7% |
| 1Y | +65.1% | -0.5% | +65.6% | +43.4% |
| 3Y | +98.4% | -9.1% | +107.5% | +73.5% |
| 5Y | -22.5% | -43.8% | +21.3% | +32.2% |
| 10Y | +82.5% | +80.5% | +2.0% | -48.8% |
| All | +1,316.1% | +1,389.8% | -73.8% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling