+69.0%
TPG vs SBAC
-40.6%
+109.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.0% |
| 7D | -9.4% | -2.1% | -7.3% | -8.9% |
| 30D | -5.3% | +2.0% | -7.3% | -5.7% |
| 3M | +12.9% | -8.3% | +21.2% | +15.2% |
| 6M | +20.1% | +0.3% | +19.8% | +18.5% |
| YTD | -22.5% | -2.2% | -20.3% | -23.2% |
| 1Y | -19.7% | -4.6% | -15.1% | -19.8% |
| 3Y | +81.2% | -8.3% | +89.5% | +74.2% |
| All | +69.0% | -40.6% | +109.7% | +100.9% |
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