+101.7%
TRMB vs SBAC
+103.9%
-2.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | -16.6% | +3.6% | -20.2% | -17.8% |
| 30D | -8.9% | +4.9% | -13.8% | -10.7% |
| 3M | -6.3% | +6.5% | -12.8% | -8.8% |
| 6M | -10.0% | -11.1% | +1.2% | -7.6% |
| YTD | -30.1% | +0.9% | -31.1% | -31.9% |
| 1Y | -31.3% | -1.6% | -29.7% | -32.5% |
| 3Y | +30.8% | -7.0% | +37.8% | +27.0% |
| 5Y | -35.9% | -39.2% | +3.3% | -27.3% |
| 10Y | +101.7% | +111.4% | -9.6% | +71.9% |
| All | +101.7% | +103.9% | -2.2% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling