-19.2%
TRI vs SBAC
-9.4%
-9.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.1% |
| 7D | -7.9% | -2.1% | -5.8% | -7.4% |
| 30D | -4.5% | +2.0% | -6.5% | -4.9% |
| 3M | +22.1% | -8.3% | +30.4% | +24.3% |
| 6M | -2.8% | +0.3% | -3.1% | -3.1% |
| YTD | -23.4% | -2.2% | -21.2% | -23.5% |
| 1Y | -41.5% | -4.6% | -36.9% | -41.4% |
| 3Y | -19.2% | -8.3% | -10.9% | -18.4% |
| All | -19.2% | -9.4% | -9.8% | -18.4% |
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