+1,672.6%
TSM vs SBAC
+110.3%
+1,562.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | +14.8% | -3.4% | +18.2% | +15.5% |
| 30D | -8.9% | +2.6% | -11.5% | -9.5% |
| 3M | -5.3% | +2.6% | -7.9% | -6.0% |
| 6M | +2.6% | -11.5% | +14.1% | +4.2% |
| YTD | +34.5% | -1.6% | +36.1% | +32.7% |
| 1Y | +41.0% | -5.1% | +46.1% | +40.2% |
| 3Y | +333.1% | -9.3% | +342.5% | +322.5% |
| 5Y | +270.1% | -41.0% | +311.1% | +308.1% |
| All | +1,672.6% | +110.3% | +1,562.4% | +1,335.2% |
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