+513.1%
TRI vs SBAC
+16,264.6%
-15,751.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.7% |
| 7D | -8.4% | +0.2% | -8.6% | -8.4% |
| 30D | -6.5% | +3.9% | -10.3% | -7.0% |
| 3M | +18.6% | -8.2% | +26.8% | +20.2% |
| 6M | -10.4% | -2.8% | -7.7% | -10.2% |
| YTD | -23.7% | -1.5% | -22.2% | -23.8% |
| 1Y | -42.5% | 0.0% | -42.5% | -42.7% |
| 3Y | -19.3% | -8.4% | -10.9% | -19.2% |
| 5Y | -9.7% | -43.5% | +33.9% | -3.8% |
| 10Y | +194.4% | +86.9% | +107.5% | +165.7% |
| All | +513.1% | +16,264.6% | -15,751.5% | +295.8% |
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