+145.7%
TRU vs SBAC
+87.1%
+58.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.3% | 0.0% |
| 7D | -2.7% | -2.1% | -0.6% | -1.9% |
| 30D | -2.0% | +2.0% | -4.0% | -2.9% |
| 3M | +18.4% | -8.3% | +26.7% | +22.5% |
| 6M | +8.9% | +0.3% | +8.5% | +6.7% |
| YTD | -8.9% | -2.2% | -6.7% | -10.0% |
| 1Y | -15.9% | -4.6% | -11.2% | -16.0% |
| 3Y | -1.1% | -8.3% | +7.2% | -2.8% |
| 5Y | -35.2% | -42.8% | +7.6% | -20.5% |
| All | +145.7% | +87.1% | +58.5% | +102.6% |
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