+330.4%
TSM vs SBAC
-6.5%
+336.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.5% |
| 7D | +6.2% | +0.6% | +5.6% | +6.3% |
| 30D | -7.3% | +5.5% | -12.7% | -6.4% |
| 3M | -7.1% | +3.1% | -10.2% | -6.5% |
| 6M | +0.2% | -7.0% | +7.3% | +0.4% |
| YTD | +32.2% | +0.5% | +31.7% | +33.5% |
| 1Y | +42.8% | +0.2% | +42.6% | +44.1% |
| 3Y | +330.4% | -7.4% | +337.8% | +334.6% |
| All | +330.4% | -6.5% | +336.9% | +334.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling