+1,326.7%
TSEM vs SBAC
+78.4%
+1,248.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.4% |
| 7D | +4.7% | +0.2% | +4.5% | +4.7% |
| 30D | -14.2% | +3.9% | -18.1% | -14.7% |
| 3M | -5.0% | -8.2% | +3.1% | -4.2% |
| 6M | +87.6% | -2.8% | +90.4% | +86.1% |
| YTD | +84.4% | -1.5% | +86.0% | +82.2% |
| 1Y | +235.4% | 0.0% | +235.4% | +230.2% |
| 3Y | +668.0% | -8.4% | +676.4% | +647.5% |
| 5Y | +644.7% | -43.5% | +688.3% | +715.6% |
| 10Y | +1,326.7% | +86.9% | +1,239.8% | +1,026.1% |
| All | +1,326.7% | +78.4% | +1,248.3% | +1,026.1% |
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